About: Runge–Kutta method (SDE)

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In mathematics of stochastic systems, the Runge–Kutta method is a technique for the approximate numerical solution of a stochastic differential equation. It is a generalisation of the Runge–Kutta method for ordinary differential equations to stochastic differential equations (SDEs). Importantly, the method does not involve knowing derivatives of the coefficient functions in the SDEs.

Attributes	Values
rdf:type	topical concept yago:WikicatNumericalDifferentialEquations yago:WikicatStochasticDifferentialEquations yago:Abstraction100002137 yago:Communication100033020 yago:DifferentialEquation106670521 yago:Equation106669864 yago:MathematicalStatement106732169 yago:Message106598915 yago:Statement106722453
rdfs:label	Méthode de Runge–Kutta pour les EDS (fr) Runge–Kutta method (SDE) (en)
rdfs:comment	In mathematics of stochastic systems, the Runge–Kutta method is a technique for the approximate numerical solution of a stochastic differential equation. It is a generalisation of the Runge–Kutta method for ordinary differential equations to stochastic differential equations (SDEs). Importantly, the method does not involve knowing derivatives of the coefficient functions in the SDEs. (en) En mathématiques des systèmes stochastiques, la méthode Runge – Kutta est une technique de résolution numérique approchée d'une équation différentielle stochastique. Il s'agit d'une généralisation de la méthode de Runge – Kutta pour les équations différentielles ordinaires aux équations différentielles stochastiques (EDS). Point fort de la méthode, il n'est pas nécessaire de connaître les dérivées des fonctions de coefficients dans les EDS. (fr)
dcterms:subject	Numerical differential equations Stochastic differential equations
Wikipage page ID	7139336 (xsd:integer)
Wikipage revision ID	1117711282 (xsd:integer)
Link from a Wikipage to another Wikipage	Variance Initial condition Mathematics Expected value Normal distribution Numerical analysis Itō diffusion Numerical differential equations Wiener process Ordinary differential equation Random variables Stochastic differential equations Markov chain Stochastic differential equation Runge–Kutta methods Independent and identically distributed
sameAs	Runge–Kutta method (SDE) Runge–Kutta method (SDE) Runge–Kutta method (SDE) Runge–Kutta method (SDE)
dbp:wikiPageUsesTemplate	dbt:Reflist
has abstract	In mathematics of stochastic systems, the Runge–Kutta method is a technique for the approximate numerical solution of a stochastic differential equation. It is a generalisation of the Runge–Kutta method for ordinary differential equations to stochastic differential equations (SDEs). Importantly, the method does not involve knowing derivatives of the coefficient functions in the SDEs. (en) En mathématiques des systèmes stochastiques, la méthode Runge – Kutta est une technique de résolution numérique approchée d'une équation différentielle stochastique. Il s'agit d'une généralisation de la méthode de Runge – Kutta pour les équations différentielles ordinaires aux équations différentielles stochastiques (EDS). Point fort de la méthode, il n'est pas nécessaire de connaître les dérivées des fonctions de coefficients dans les EDS. (fr)
gold:hypernym	Technique
prov:wasDerivedFrom	wikipedia-en:Runge–Kutta_method_(SDE)?oldid=1117711282&ns=0
page length (characters) of wiki page	7155 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Runge–Kutta_method_(SDE)
is Link from a Wikipage to another Wikipage of	List of numerical analysis topics Leimkuhler–Matthews method Chasqui I Catalog of articles in probability theory Stochastic differential equation Euler–Maruyama method Runge–Kutta methods Runge-Kutta method (SDE)
is Wikipage redirect of	Runge-Kutta method (SDE)
is foaf:primaryTopic of	wikipedia-en:Runge–Kutta_method_(SDE)

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