Solving linear and quadratic random matrix differential equations using: A mean square approach. The non-autonomous case.
M. Consuelo CasabánJuan Carlos CortésLucas JódarPublished in: J. Comput. Appl. Math. (2018)
Keyphrases
- differential equations
- runge kutta
- dynamical systems
- feed forward artificial neural networks
- difference equations
- semidefinite
- set of linear equations
- boundary value problem
- numerical solution
- ordinary differential equations
- quadratic program
- quadratic programming
- symmetric matrix
- sufficient conditions
- numerical integration
- partial differential equations
- numerical methods
- linear matrix inequality
- nonlinear differential equations
- brownian motion
- pairwise
- back propagation
- computational complexity
- search algorithm
- optimal solution
- similarity measure