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with initial condition X 0 = x 0, where W t denotes the Wiener process, and suppose that we wish to solve this SDE on some interval of time [0, T]. Then the Euler–Maruyama approximation to the true solution X is the Markov chain Y defined as follows:
Complex replacement is used for solving differential equations when the non-homogeneous term is expressed in terms of a sinusoidal function or an exponential function, which can be converted into a complex exponential function differentiation and integration. Such complex exponential function is easier to manipulate than the original function.
Because of this, different methods need to be used to solve BVPs. For example, the shooting method (and its variants) or global methods like finite differences, [3] Galerkin methods, [4] or collocation methods are appropriate for that class of problems. The Picard–Lindelöf theorem states that there is a unique solution, provided f is ...
The reachability problem in a Petri net is decidable. [3] Since 1976, it is known that this problem is EXPSPACE-hard. [4] There are results on how much to implement this problem in practice. [5] In 2018, the problem was shown to be a nonelementary problem. [6] In 2022 it was shown to be complete for Ackermann function time complexity. [7] [8]
Here, "quickly" means an algorithm that solves the task and runs in polynomial time (as opposed to, say, exponential time) exists, meaning the task completion time is bounded above by a polynomial function on the size of the input to the algorithm. The general class of questions that some algorithm can answer in polynomial time is "P" or "class ...
In a relatively good approximation a diode is modelled by the single-exponential Shockley diode law. This nonlinearity still complicates calculations in circuits involving diodes so even simpler models are often used. This article discusses the modelling of p-n junction diodes, but the techniques may be generalized to other solid state diodes.