The sde-solver package  [Tags: bsd3, library]  This package
contains utilities for solving SDE instances in various ways.
Basically an SDE instance is solved using some SDESolver working
with some distribution mechanism. Results are gathered at the
end point of the specified interval.  Included in the package
are ways of doing distributed calculations over an MPI cluster,
or optionally only using the local solver with built in
parallelization. Two SDE instances have been implemented;
geometric brownian motion and the Langevin equation, see the
haddock documentation for an example.  The main interface is
accessible through Numeric.DSDE which provides various way of
solving generic problems. This module supports either local or
distributed calculations in the IO monad and gathering the
results as a distribution. Under the surface there is also a
working pure implementation for monadic environments, using a
pure Mersenne twister PRNG.  Internally there are several
abstractions used when dealing with each compone