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Technique Narrative
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5-010-MatrixExponential-TechniqueNarrative
The matrix exponential is a powerful computational and conceptual tool for analyzing systems of linear, constant coefficient, ordinary differential equations (ODE's). This narrative offers a quick introduction to the technique, with examples and...
matrix esponential
Putzer's Algorithm
diagonalization
eigenvalues
eigenvectors
Technique Narrative
377
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198
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0
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1-030-RandomPerturbation-TechniqueNarrative
After a brief historical view of this problem, we will demonstrate the derivation of first order linear differential equations with random perturbations.
random perturbation
Brownian motion
Langevin equation
Riemann-Steiltjes integral
Wiener process
Ito's calculus
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