A high-precision numerical adaptive method of integration of the systems of linear differential equations with time-varying coefficients is presented in the paper. The adaptability of the method lies ...

This paper discusses a novel method of exact discretization obtaining an equivalent difference equation whose solution is equal to the solution of a differential equation at discrete periodic points.

Course content The course gives a thorough basis for understanding stochastic dynamics and models. We will in particular study Brownian motion and martingales, Ito’s stochastic calculus, stochastic ...

This repository is provided as a tutorial for the implementation of integration algorithms of first and second order ODEs through recurrent neural networks in Python. The first order example ...