Stochastic Systems, Fokker-Planck and the Heat Equation via Haskell

This is a short example of taking a stochastic system, using Fokker-Planck to convert it to a PDES and using SUNDIALS to solve a 2D partial differential equation in Haskell via the hmatrix-sundials library. The example is taken from the C examples that come with the SUNDIALS source. Here’s the full blog.

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