Efficient Solution of Nonlinear Ordinary Differential Equations Expressed in S-System Canonical Form
SIAM Journal on Numerical Analysis, Vol. 27, No. 3 (Jun., 1990), pp. 704-735 (32 pages) Ordinary differential equations can be recast into a nonlinear canonical form called an S-system. Evidence for ...
Abstract.The subject of this paper is the analytic approximation of solution to stochastic differential delay equations with Poisson jump. We introduce approximate methods for stochastic differential ...
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