MATLAB code for "Numerical methods for the 2nd moment of stochastic ODEs" (arxiv).

The path to ppfem/lib/ should be made known to MATLAB using e.g. addpath('path-to/ppfem/lib/');.

Note that the curvefit toolbox is required.

Run main_mul_compute and optionally, upon completion, main_mul_plot.

Tested with MATLAB 8.6.0.267246 (R2015b).