The libMoM Library

Version 0.11, May 2011


Library for stochastic simulations in engineering using method of moments (libMoM)

Overview

The libMoM library provides a toolkit for solving different types of stochastic differential equations using the method of moments. Quadrature based moment methods are used. In these methods the moment equations are closed using numerical quadrature. There ais also suppport for estimating CDFs from the moments by moment matching with Generalized Lambda Distributions. The library is written in C++. The user interface programs are in C.

Additional details on the model are provided in the subsequent sections.

Reporting Bugs

Bugs in the code and errors or omissions in the documentation can be reported to rochan@ices.utexas.edu. Requests and contributions are welcome at the same e-mail address.

All bug reports should include:

License

Copyright (C) 2010 Rochan R. Upadhyay

This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

Acknowledgments

This material is based in part upon work supported by the Department of Energy National Nuclear Security Administration under Award Number DE-FC52-08NA28615.

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