Search results
Results From The WOW.Com Content Network
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices , [2] random growth ...
Stiff equation. In mathematics, a stiff equation is a differential equation for which certain numerical methods for solving the equation are numerically unstable, unless the step size is taken to be extremely small. It has proven difficult to formulate a precise definition of stiffness, but the main idea is that the equation includes some terms ...
Stability generally increases to the left of the diagram. [1] Some sink, source or node are equilibrium points. In mathematics, stability theory addresses the stability of solutions of differential equations and of trajectories of dynamical systems under small perturbations of initial conditions. The heat equation, for example, is a stable ...
The homotopy analysis method ( HAM) is a semi-analytical technique to solve nonlinear ordinary / partial differential equations. The homotopy analysis method employs the concept of the homotopy from topology to generate a convergent series solution for nonlinear systems. This is enabled by utilizing a homotopy- Maclaurin series to deal with the ...
The same illustration for The midpoint method converges faster than the Euler method, as . Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to ...
A DAE system of this form is called semi-explicit. Every solution of the second half g of the equation defines a unique direction for x via the first half f of the equations, while the direction for y is arbitrary. But not every point (x,y,t) is a solution of g. The variables in x and the first half f of the equations get the attribute ...
EqWorld: The World of Mathematical Equations, containing a list of ordinary differential equations with their solutions. Online Notes / Differential Equations by Paul Dawkins, Lamar University. Differential Equations, S.O.S. Mathematics. A primer on analytical solution of differential equations from the Holistic Numerical Methods Institute ...
Adjoint equation. An adjoint equation is a linear differential equation, usually derived from its primal equation using integration by parts. Gradient values with respect to a particular quantity of interest can be efficiently calculated by solving the adjoint equation. Methods based on solution of adjoint equations are used in wing shape ...