Topic
Integrating factor
About: Integrating factor is a research topic. Over the lifetime, 4615 publications have been published within this topic receiving 159749 citations.
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01 Jan 1981
TL;DR: In this article, Stochastic Differential Equations and Diffusion Processes are used to model the diffusion process in stochastic differential equations. But they do not consider the nonlinearity of diffusion processes.
Abstract: (1983). Stochastic Differential Equations and Diffusion Processes. Technometrics: Vol. 25, No. 2, pp. 208-208.
4,691 citations
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01 Jan 1985TL;DR: In this paper, the authors return to the possible solutions X t (ω) of the stochastic differential equation where W t is 1-dimensional "white noise" and where X t satisfies the integral equation in differential form.
Abstract: We now return to the possible solutions X t (ω) of the stochastic differential equation
(5.1)
where W t is 1-dimensional “white noise”. As discussed in Chapter III the Ito interpretation of (5.1) is that X t satisfies the stochastic integral equation
or in differential form
(5.2)
.
4,144 citations
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01 Jan 1991
TL;DR: In this paper, the authors present the solution of stiff differential equations and differential-algebraic systems (differential equations with constraints) and discuss their application in physics, chemistry, biology, control engineering, electrical network analysis, and computer programs.
Abstract: The subject of this book is the solution of stiff differential equations and of differential-algebraic systems (differential equations with constraints). The book is divided into four chapters. The beginning of each chapter is of introductory nature, followed by practical applications, the discussion of numerical results, theoretical investigations on the order and accuracy, linear and nonlinear stability, convergence and asymptotic expansions. Stiff and differential-algebraic problems arise everywhere in scientific computations (e.g., in physics, chemistry, biology, control engineering, electrical network analysis, mechanical systems). Many applications as well as computer programs are presented.
4,045 citations
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01 Jan 20153,828 citations