Euler method adapted for the Ito solution of stochastic differential equations
Clash Royale CLAN TAG #URR8PPP up vote 0 down vote favorite I am trying to replicate the analysis from the paper Brock, W. A., and S. R. Carpenter. 2006. Variance as a leading indicator of regime shift in ecosystem services. Ecology and Society 11(2): 9. [online] URL: http://www.ecologyandsociety.org/vol11/iss2/art9/ A system of stochastic differential equations is provided $$dP_i = [M_i + D(P_j - P_i)-cP_i - sf(P_i)]dt + sigma dW_i$$ $$f(P) equiv fracm^qm^q + P^q$$ $$dS_i = left(fracrkP_i-hS_iright)dt $$ where "$dW$ is a Wiener noise process that is N(0,dt) and independent for each i" Later, it is stated: "To study the dynamics of variance, we simulated time series of P and S using the Euler method adapted for the Ito solution of stochastic differential equations (Horsthemke and Lefever 1984). We do this by iteratively computing using Eq. 2 below. Each time step dt is of length 1/n. Over each small increment we compute" $$dP_i,t approxeq [M_i,t + D(P_j...
