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exponential-euler-maruyama

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GVourvachakis / exponax-spde

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Stochastic PDE solvers (SPDE) built on top of exponax: Exponential Euler-Maruyama stepper for the stochastic Allen-Cahn equation with additive/multiplicative Q-Wiener noise, tamed nonlinearities, ensemble utilities, Richardson extrapolation, and a Strang-split hybrid SSA scaffold.

chemical-engineering fft pde spde phase-field stochastic-processes statistical-physics equinox spectral-methods jax richardson-extrapolation sciml milstein differentiable-physics mollifiers etdrk exponential-euler-maruyama
  • Updated Feb 25, 2026
  • Python

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