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Strong Noise Limits of SDEs

Motivated by understanding from quantum collapse, this Python code provides simulations for certain stochastic differential equations. The regime of interest is that of strong noise.

  • pics/* contains the generated simulations.

  • onesDimensionalSpikes.ipynb is a Python notebook focused on one dimensional situations. It echoes the following paper which deals with the theoretical treatment.

  • threeState.ipynb is a Python notebook in progress, for the multimensional setting.

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