4. Digital EDS integration
We'll see that ODE integration methods can be adapted for the numerical calculation of EDS, but that in this case their order (i.e. their speed of convergence) is lower when applied to ODEs. We'll start by considering Eurler's method, comparing its behavior in the deterministic and stochastic cases. We'll then look at the Milstein method and the Runge-Kutta method, which are more sophisticated but preferable to it.
4.1 A reminder of EDO digital integration
To integrate EDOs of the form ...
The Ultimate Scientific and Technical Reference
This article is included in
Mathematics
This offer includes:
Knowledge Base
Updated and enriched with articles validated by our scientific committees
Services
A set of exclusive tools to complement the resources
Practical Path
Operational and didactic, to guarantee the acquisition of transversal skills
Doc & Quiz
Interactive articles with quizzes, for constructive reading
Digital EDS integration
Estimation of EDS parameters
Bibliography
The Ultimate Scientific and Technical Reference
