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Runge-kutta algorithm for the numerical integration of stochastic differential equations
N. Jeremy Kasdin
Mechanical & Aerospace Engineering
Keller Center for Innovation in Engineering Education
Research output
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Contribution to journal
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Article
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peer-review
56
Scopus citations
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Dive into the research topics of 'Runge-kutta algorithm for the numerical integration of stochastic differential equations'. Together they form a unique fingerprint.
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Mathematics
Runge-Kutta
97%
Numerical integration
84%
Stochastic Differential Equations
78%
Linear Quadratic Regulator
41%
Control Design
36%
Inaccurate
36%
Mechanical Systems
30%
Mean Square
29%
Random process
29%
Monte Carlo Simulation
25%
Differential equation
19%
Performance
17%
Standards
16%
Coefficient
14%
Physics & Astronomy
linear quadratic regulator
100%
numerical integration
93%
differential equations
71%
aerospace systems
50%
random processes
37%
coefficients
16%
performance
13%
simulation
11%
Engineering & Materials Science
Differential equations
79%
Random processes
47%
Set theory
28%
Earth & Environmental Sciences
simulation
7%