The type of differential equations I am particularly interested in is $\dfrac{dy}{dx}=f(x,y)$ with initial condition $y(0)=a$. I looked up almost everywhere online to find the details on how to solve it using Monte Carlo but only could find one research paper. Link to which is given below. They did solve the equation of the same type as given above but what they did was not at all clear. It would be really helpful if somebody could explain to me how.
2026-02-22 19:50:24.1771789824
How to solve differential equations (ODE) using Monte Carlo methods?
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