Topic
Integrating factor
About: Integrating factor is a research topic. Over the lifetime, 4615 publications have been published within this topic receiving 159749 citations.
Papers published on a yearly basis
1 / 3
Papers
1 Jan 2015
5,994 citations
TL;DR: In this article, the Fundamental Theorem of Calculus gives us an important connection between differential equations and integrals, and modern numerical methods automatically determine the step sizes hn = tn+1 − tn so that the estimated error in the numerical solution is controlled by a specified tolerance.
Abstract: together with the initial condition y(t0) = y0 A numerical solution to this problem generates a sequence of values for the independent variable, t0, t1, . . . , and a corresponding sequence of values for the dependent variable, y0, y1, . . . , so that each yn approximates the solution at tn yn ≈ y(tn), n = 0, 1, . . . Modern numerical methods automatically determine the step sizes hn = tn+1 − tn so that the estimated error in the numerical solution is controlled by a specified tolerance. The Fundamental Theorem of Calculus gives us an important connection between differential equations and integrals.
5,073 citations
Book•
1 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.
4,798 citations
Related Topics (5)
Performance Metrics
| Year | Papers |
|---|---|
| 2025 | 3 |
| 2024 | 5 |
| 2023 | 14 |
| 2022 | 30 |
| 2021 | 23 |
| 2020 | 20 |