Sampling from a Linear System of Random Ordinary Differential Equations Using Scipy | Galen's Blog
Random differential equations result when some combination of parameters in the rate equations or the initial (or boundary) conditions are random variables. Combining the world of differential equation with the world of mathematical statistics allows us hypothesize about how a system works well accomodating uncertainty into our analysis. See Strand 1970 for an introduction to random differential equations.
galenseilis
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4 months ago
Sampling from a Linear System of Random Ordinary Differential Equations Using Scipy | Galen's Blog
Random differential equations result when some combination of parameters in the rate equations or the initial (or boundary) conditions are random variables. Combining the world of differential equation with the world of mathematical statistics allows us hypothesize about how a system works well accomodating uncertainty into our analysis. See Strand 1970 for an introduction to random differential equations.
https://galenseilis.github.io/posts/sample-linear-random-ode/