xspde

xSPDE is an extensible Stochastic Partial Differential Equation solver.

xSPDE is an extensible Stochastic Partial Differential Equation solver for ordinary, partial, stochastic or non-stochastic equations.
It is a complete stochastic toolbox for constructing simulations, in an arbitrary number of space dimensions. Any number of real or complex fields can be treated, and there are many options for graphical output of the resulting averages and correlations.
The modular design of xSPDE can be changed to suit different applications.