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William Feller, in 1949, used the names "forward equation" and "backward equation" for his more general version of the Kolmogorov's pair, in both jump and diffusion processes. [1] Much later, in 1956, he referred to the equations for the jump process as "Kolmogorov forward equations" and "Kolmogorov backward equations". [3]
In computational fluid dynamics, the MacCormack method (/məˈkɔːrmæk ˈmɛθəd/) is a widely used discretization scheme for the numerical solution of hyperbolic partial differential equations. This second-order finite difference method was introduced by Robert W. MacCormack in 1969. [1]
Informally, the Kolmogorov forward equation addresses the following problem. We have information about the state x of the system at time t (namely a probability distribution p t ( x ) {\displaystyle p_{t}(x)} ); we want to know the probability distribution of the state at a later time s > t {\displaystyle s>t} .
The small divisor problem arises when the difference is small, causing the perturbative correction to "blow up", becoming as large or maybe larger than the zeroth order term. This situation signals a breakdown of perturbation theory: It stops working at this point, and cannot be expanded or summed any further.
A finite difference is a mathematical expression of the form f (x + b) − f (x + a).If a finite difference is divided by b − a, one gets a difference quotient.The approximation of derivatives by finite differences plays a central role in finite difference methods for the numerical solution of differential equations, especially boundary value problems.
The family of Tennessee death row inmate Gary Wayne Sutton held a press conference asking Gov. Bill Lee to examine the case for a potential pardon.
Phase portrait showing saddle-node bifurcation. Bifurcation theory is the mathematical study of changes in the qualitative or topological structure of a given family of curves, such as the integral curves of a family of vector fields, and the solutions of a family of differential equations.
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