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- Runge–Kutta_method_(SDE) abstract "In mathematics of stochastic systems, the Runge–Kutta method is a technique for the approximate numerical solution of a stochastic differential equation. It is a generalization of the Runge–Kutta method for ordinary differential equations to stochastic differential equations (SDEs). Importantly, the method does not involve knowing derivatives the coefficient functions in the SDEs.".
- Runge–Kutta_method_(SDE) wikiPageID "7139336".
- Runge–Kutta_method_(SDE) wikiPageRevisionID "601741099".
- Runge–Kutta_method_(SDE) subject Category:Numerical_differential_equations.
- Runge–Kutta_method_(SDE) subject Category:Stochastic_differential_equations.
- Runge–Kutta_method_(SDE) comment "In mathematics of stochastic systems, the Runge–Kutta method is a technique for the approximate numerical solution of a stochastic differential equation. It is a generalization of the Runge–Kutta method for ordinary differential equations to stochastic differential equations (SDEs). Importantly, the method does not involve knowing derivatives the coefficient functions in the SDEs.".
- Runge–Kutta_method_(SDE) label "Runge–Kutta method (SDE)".
- Runge–Kutta_method_(SDE) sameAs Runge%E2%80%93Kutta_method_(SDE).
- Runge–Kutta_method_(SDE) sameAs Q7379855.
- Runge–Kutta_method_(SDE) sameAs Q7379855.
- Runge–Kutta_method_(SDE) wasDerivedFrom Runge–Kutta_method_(SDE)?oldid=601741099.