Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Simple Stochastic Differential Equation with Discontinuous Drift   In this paper we study solutions to stochastic differential equations (SDEs)
with discontinuous drift. We apply two approaches: The Euler-Maruyama method
and the Fokker-Planck equation and show that a candidate density function based
on the Euler-Maruyama method approximates a candidate density function based on
the stationary Fokker-Planck equation. Furthermore, we introduce a smooth
function which approximates the discontinuous drift and apply the
Euler-Maruyama method and the Fokker-Planck equation with this input. The point
of departure for this work is a particular SDE with discontinuous drift.

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The categories of this paper are: bayes-an
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The categories of this paper are: cmp-lg
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The categories of this paper are: comp-gas
18
The categories of this paper are: econ
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The categories of this paper are: dg-ga
32
The categories of this paper are: atom-ph
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The categories of this paper are: nlin
3
The categories of this paper are: physics
34
The categories of this paper are: chem-ph
4
The categories of this paper are: cond-mat
31
The categories of this paper are: ao-sci
6
The categories of this paper are: astro-ph
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The categories of this paper are: acc-phys
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The categories of this paper are: funct-an
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The categories of this paper are: nucl-ex
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The categories of this paper are: math-ph