Stochastic differential equationA stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the derivative of a Brownian motion or more generally a semimartingale.
Numerical methods for ordinary differential equationsNumerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals. Many differential equations cannot be solved exactly. For practical purposes, however – such as in engineering – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation.
Basis (linear algebra)In mathematics, a set B of vectors in a vector space V is called a basis (: bases) if every element of V may be written in a unique way as a finite linear combination of elements of B. The coefficients of this linear combination are referred to as components or coordinates of the vector with respect to B. The elements of a basis are called . Equivalently, a set B is a basis if its elements are linearly independent and every element of V is a linear combination of elements of B.
Partial differential equationIn mathematics, a partial differential equation (PDE) is an equation which computes a function between various partial derivatives of a multivariable function. The function is often thought of as an "unknown" to be solved for, similar to how x is thought of as an unknown number to be solved for in an algebraic equation like x2 − 3x + 2 = 0. However, it is usually impossible to write down explicit formulas for solutions of partial differential equations.
Linear temporal logicIn logic, linear temporal logic or linear-time temporal logic (LTL) is a modal temporal logic with modalities referring to time. In LTL, one can encode formulae about the future of paths, e.g., a condition will eventually be true, a condition will be true until another fact becomes true, etc. It is a fragment of the more complex CTL*, which additionally allows branching time and quantifiers. LTL is sometimes called propositional temporal logic, abbreviated PTL.
CoefficientIn mathematics, a coefficient is a multiplicative factor involved in some term of a polynomial, a series, or an expression. It may be a number (dimensionless), in which case it is known as a numerical factor. It may also be a constant with units of measurement, in which it is known as a constant multiplier. In general, coefficients may be any expression (including variables such as a, b and c). When the combination of variables and constants is not necessarily involved in a product, it may be called a parameter.
Linear mapIn mathematics, and more specifically in linear algebra, a linear map (also called a linear mapping, linear transformation, vector space homomorphism, or in some contexts linear function) is a mapping between two vector spaces that preserves the operations of vector addition and scalar multiplication. The same names and the same definition are also used for the more general case of modules over a ring; see Module homomorphism. If a linear map is a bijection then it is called a .
Nuclear reactorA nuclear reactor is a device used to initiate and control a fission nuclear chain reaction or nuclear fusion reactions. Nuclear reactors are used at nuclear power plants for electricity generation and in nuclear marine propulsion. Heat from nuclear fission is passed to a working fluid (water or gas), which in turn runs through steam turbines. These either drive a ship's propellers or turn electrical generators' shafts. Nuclear generated steam in principle can be used for industrial process heat or for district heating.
Breeder reactorA breeder reactor is a nuclear reactor that generates more fissile material than it consumes. These reactors can be fuelled with more commonly available isotopes of uranium and thorium, such as uranium-238 or thorium-232, as opposed to the rare uranium-235 which is used in conventional reactors. These materials are called fertile materials since they can be bred into fuel by these breeder reactors. Breeder reactors achieve this because their neutron economy is high enough to create more fissile fuel than they use.
Quadratic formIn mathematics, a quadratic form is a polynomial with terms all of degree two ("form" is another name for a homogeneous polynomial). For example, is a quadratic form in the variables x and y. The coefficients usually belong to a fixed field K, such as the real or complex numbers, and one speaks of a quadratic form over K. If , and the quadratic form equals zero only when all variables are simultaneously zero, then it is a definite quadratic form; otherwise it is an isotropic quadratic form.
Calculus of variationsThe calculus of variations (or variational calculus) is a field of mathematical analysis that uses variations, which are small changes in functions and functionals, to find maxima and minima of functionals: mappings from a set of functions to the real numbers. Functionals are often expressed as definite integrals involving functions and their derivatives. Functions that maximize or minimize functionals may be found using the Euler–Lagrange equation of the calculus of variations.
Temporal logicIn logic, temporal logic is any system of rules and symbolism for representing, and reasoning about, propositions qualified in terms of time (for example, "I am always hungry", "I will eventually be hungry", or "I will be hungry until I eat something"). It is sometimes also used to refer to tense logic, a modal logic-based system of temporal logic introduced by Arthur Prior in the late 1950s, with important contributions by Hans Kamp. It has been further developed by computer scientists, notably Amir Pnueli, and logicians.
