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branching-process

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BranchingProcessSimulator

Matlab Simulator of Continuous-time Multi-type Branching Processes in Random Environment. (UPDATE: includes examples for modelling the coronavirus epidemics (COVID-19, SARS-CoV-2)))

  • Updated Apr 8, 2024
  • MATLAB

This Matlab code implements a branching diffusion method for solving partial differential equations (PDEs). The method uses Monte Carlo simulation and the branching process to approximate the solution of PDEs. The code provides a set of functions to calculate the mean, standard deviation, and L2 approximation error of the solution.

  • Updated May 14, 2023
  • MATLAB

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