Stochastic differential equations (SDEs) provide a powerful framework for modelling systems where randomness plays a crucial role. Estimation methods for SDEs seek to infer underlying parameters that ...
Introduces the theory and applications of dynamical systems through solutions to differential equations.Covers existence and uniqueness theory, local stability properties, qualitative analysis, global ...
SIAM Journal on Numerical Analysis, Vol. 7, No. 1 (Mar., 1970), pp. 47-66 (20 pages) Linear one step methods of a novel design are given for the numerical solution of stiff systems of ordinary ...