libSDE is an open-source Java library for simulating systems of stochastic differential equations (SDE). As an example, libSDE is used to simulate molecular noise in the dynamics of gene regulatory networks. libSDE is a part of GeneNetWeaver (GNW), a Java tool for in silico benchmark generation and performance profiling of network inference methods (Schaffter et al., 2011). The model described by Schaffter et al. (2009) has been used to organize the fourth Dialogue for Reverse Engineering and Assessments and Methods (DREAM) challenge.

• Itô and Stratonovich schemes
• Euler-Maruyama, Euler-Heun, derivative-free Milstein and Stochastic Runge-Kutta (SRK15) solvers

A brief introduction to the simulation of SDE systems is given in Numerical Integration of SDE: A Short Tutorial (Schaffter, 2009).

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