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  2. SDES - Wikipedia

    en.wikipedia.org/wiki/SDES

    SDES (Session Description Protocol Security Descriptions) for Media Streams is a way to negotiate the key for Secure Real-time Transport Protocol. It has been proposed for standardization to the IETF in July 2006 (see RFC 4568 .)

  3. Stochastic differential equation - Wikipedia

    en.wikipedia.org/wiki/Stochastic_differential...

    The most common form of SDEs in the literature is an ordinary differential equation with the right hand side perturbed by a term dependent on a white noise variable. In most cases, SDEs are understood as continuous time limit of the corresponding stochastic difference equations. This understanding of SDEs is ambiguous and must be complemented ...

  4. Supersymmetric theory of stochastic dynamics - Wikipedia

    en.wikipedia.org/wiki/Supersymmetric_Theory_of...

    The first relation between supersymmetry and stochastic dynamics was established in two papers in 1979 and 1982 by Giorgio Parisi and Nicolas Sourlas, [1] [2] where Langevin SDEs -- SDEs with linear phase spaces, gradient flow vector fields, and additive noises -- were given supersymmetric representation with the help of the BRST gauge fixing procedure.

  5. Data Encryption Standard - Wikipedia

    en.wikipedia.org/wiki/Data_Encryption_Standard

    Simplified DES (SDES) was designed for educational purposes only, to help students learn about modern cryptanalytic techniques. SDES has similar structure and properties to DES, but has been simplified to make it much easier to perform encryption and decryption by hand with pencil and paper.

  6. Euler–Maruyama method - Wikipedia

    en.wikipedia.org/wiki/Euler–Maruyama_method

    An area that has benefited significantly from SDEs is mathematical biology. As many biological processes are both stochastic and continuous in nature, numerical methods of solving SDEs are highly valuable in the field. The graphic depicts a stochastic differential equation solved using the Euler-Maruyama method.

  7. Runge–Kutta method (SDE) - Wikipedia

    en.wikipedia.org/wiki/Runge–Kutta_method_(SDE)

    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).

  8. Stratonovich integral - Wikipedia

    en.wikipedia.org/wiki/Stratonovich_integral

    Stochastic integrals can rarely be solved in analytic form, making stochastic numerical integration an important topic in all uses of stochastic integrals. Various numerical approximations converge to the Stratonovich integral, and variations of these are used to solve Stratonovich SDEs (Kloeden & Platen 1992).

  9. Stochastic partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Stochastic_partial...

    One of the most studied SPDEs is the stochastic heat equation, [3] which may formally be written as = +, where is the Laplacian and denotes space-time white noise.Other examples also include stochastic versions of famous linear equations, such as the wave equation [4] and the Schrödinger equation.