# Suggestions for stochastic differential equation (SDE) subroutine or library

**URL:** <https://fortran-lang.discourse.group/t/suggestions-for-stochastic-differential-equation-sde-subroutine-or-library/1779>\
**Category:** Uncategorized\
**Created:** [September 1, 2021, 6:18pm UTC](https://fortran-lang.discourse.group/t/suggestions-for-stochastic-differential-equation-sde-subroutine-or-library/1779 "2021-09-01T18:18:20Z")\
**Posts on this page:** 1\
**Page:** 1

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**Author:** ![CRquantum](https://yyz2.discourse-cdn.com/free1/user_avatar/fortran-lang.discourse.group/crquantum/32/730_2.png) [@CRquantum](https://fortran-lang.discourse.group/u/CRquantum)\
**Post date:** [September 1, 2021, 6:18pm UTC](https://fortran-lang.discourse.group/t/suggestions-for-stochastic-differential-equation-sde-subroutine-or-library/1779/1 "2021-09-01T18:18:20Z")

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Dear all,

In a recent project, I would need to use stochastic differential equation (SDE) solver in a part of my code. I know Julia have a package called differentialequation.jl which has SDE solver.

However, I am more interested in see if we can find corresponding Fortran packages/subroutines/libraries for SDE.  
Because as @jacobwilliams, @Beliavsky, @certik suggested, a fortran package called FLINT could be like at least 10 times faster than the version in Julia.  
Therefore I am curious about how the Fortran SDE solver performs.

May I ask, do you have any recommendations or experience for stochastic differential equation (SDE) solver?

Sorry if the topic is a little overlapped with

> [@Is there a good Fortran package for SDE, DDE and ODE?](https://fortran-lang.discourse.group/t/is-there-a-good-fortran-package-for-sde-dde-and-ode/1756/15):
>
> Others: [GitHub - princemahajan/FLINT: Fortran Library for numerical INTegration of differential equations\<](https://github.com/princemahajan/FLINT)[Fortran-Astrodynamics-Toolkit/rk\_module.f90 at master · jacobwilliams/Fortran-Astrodynamics-Toolkit · GitHub](https://github.com/jacobwilliams/Fortran-Astrodynamics-Toolkit/blob/master/src/rk_module.f90)[Fortran-Astrodynamics-Toolkit/rk\_module\_variable\_step.f90 at master · jacobwilliams/Fortran-Astrodynamics-Toolkit · GitHub](https://github.com/jacobwilliams/Fortran-Astrodynamics-Toolkit/blob/master/src/rk_module_variable_step.f90) There are certainly a lot of ODE solvers floating around. A good stdlib project would be to modernize, clean up and organize them all into a nice modern API.

But this topic is for SDE only.

Thank you very much indeed!