Runge-kutta algorithm for the numerical integration of stochastic differential equations

Mathematics

• Stochastic Differential Equation 100%
• Numerical Integration 100%
• Monte Carlo 50%
• Approximates 50%
• Covariance 50%
• Gaussian Distribution 50%
• Mean Square 50%
• Correct Solution 50%
• Original Differential Equation 50%
• Random Process 50%
• Generate Sample 50%

Keyphrases

• Runge-Kutta Algorithm 100%
• Aerospace Systems 50%
• LQG Method 50%
• Mean-square Performance 50%
• Electrical System 50%