Simulating Peak Ice

This year ice in the tank was finally melted between March 5 to March 10 - as 'visual inspection' showed. Level sensor Mr. Bubble was confused during the melting phase; thus it was an interesting exercise to compare simulations to measurements. Simulations use the measured ambient temperature and solar radiation as an input, data points are taken every minute. Air temperature determines the heating energy needed by the house: Simulated heat load is increasing linearly until a maximum 'cut […]

https://elkement.art/2017/05/02/simulating-peak-ice/

Stochastic matrix - Wikipedia

I have a #numerical ly #unstable #stochastic #DifferentialEquation that I need to solve. The drift term by itself is numerically #stable

Anybody has #tips on how to solve the #SDE? Maybe choose a simpler diffusion term?