ReferencesΒΆ

[Gardiner2004]C. W. Gardiner, Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer 2004).
[Colecutt2001]G. R. Collecutt, P. D. Drummond, XMDS: eXtensible multi-dimensional simulator. Comput. Phys. Commun. 142, 219-223 (2001).
[Dennis2013]Graham R. Dennis, Joseph J. Hope, Mattias T. Johnsson, XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations, Comput. Phys. Commun. 184, 201208 (2013).
[Drummond1991]P. D. Drummond and I. K. Mortimer, Computer simulations of multiplicative stochastic differential equations. J. Comp. Phys. 93, 144-170 (1991).
[Kloeden1995]P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations (Springer, 1995).
[Werner1997]M. J. Werner and P. D. Drummond, Robust algorithms for solving stochastic partial differential equations. J. Comp. Phys. 132, 312-326 (1997).
[Caradoc-Davies2000]B. M. Caradoc-Davies, Vortex dynamics in Bose-Einstein condensates (Doctoral dissertation, PhD thesis, University of Otago (NZ), 2000).
[Higham2001]Desmond J. Higham, An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations, SIAM Review 43, 525546 (2001).