To solve linear systems of differential equations efficiently, representing the system in matrix form is invaluable. If we ...
Some new stochastic Runge-Kutta (SRK) methods for the strong approximation of solutions of stochastic differential equations (SDEs) with improved efficiency are introduced. Their convergence is proved ...
Solve for the Laplace Transform of the Unknown Function: After applying the Laplace transform, the integral equation is ...
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