C++ class for simulating trajectories of the tempered stable (CGMY) process using the algorithm by D. Madan and M. Yor:

解决中立性微分方程的Matlab程序. 中立性微分方程即微分带时延的。-Matlab program to solve the differential equations of neutral. Use matlab to simulate.

The MatLab code uses lattice Boltzmann (LB) method to simulate two phase flows for immiscible fluids (blue & red fluids) in 2D according to the D2Q9 scheme. The model is also referred to as color model or chromodynamic model or ILB (immiscible LB)