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  2. Step function - Wikipedia

    en.wikipedia.org/wiki/Step_function

    The Heaviside step function is an often-used step function. A constant function is a trivial example of a step function. Then there is only one interval, =. The sign function sgn(x), which is −1 for negative numbers and +1 for positive numbers, and is the simplest non-constant step function.

  3. Heaviside step function - Wikipedia

    en.wikipedia.org/wiki/Heaviside_step_function

    The Heaviside step function, or the unit step function, usually denoted by H or θ (but sometimes u, 1 or 𝟙), is a step function named after Oliver Heaviside, the value of which is zero for negative arguments and one for positive arguments. Different conventions concerning the value H(0) are in use.

  4. Step response - Wikipedia

    en.wikipedia.org/wiki/Step_response

    Figure 3: Step-response of a linear two-pole feedback amplifier; time is in units of 1/ρ, that is, in terms of the time constants of A OL; curves are plotted for three values of mu = μ, which is controlled by β. Figure 3 shows the time response to a unit step input for three values of the parameter μ.

  5. Gradient descent - Wikipedia

    en.wikipedia.org/wiki/Gradient_descent

    An example is the BFGS method which consists in calculating on every step a matrix by which the gradient vector is multiplied to go into a "better" direction, combined with a more sophisticated line search algorithm, to find the "best" value of .

  6. Euler method - Wikipedia

    en.wikipedia.org/wiki/Euler_method

    The next step is to multiply the above value by the step size , which we take equal to one here: h ⋅ f ( y 0 ) = 1 ⋅ 1 = 1. {\displaystyle h\cdot f(y_{0})=1\cdot 1=1.} Since the step size is the change in t {\displaystyle t} , when we multiply the step size and the slope of the tangent, we get a change in y {\displaystyle y} value.

  7. Euler–Maruyama method - Wikipedia

    en.wikipedia.org/wiki/Euler–Maruyama_method

    The following Python code implements the Euler–Maruyama method and uses it to solve the Ornstein–Uhlenbeck process defined by d Y t = θ ⋅ ( μ − Y t ) d t + σ d W t {\displaystyle dY_{t}=\theta \cdot (\mu -Y_{t})\,{\mathrm {d} }t+\sigma \,{\mathrm {d} }W_{t}}

  8. For loop - Wikipedia

    en.wikipedia.org/wiki/For_loop

    For example, in the for statement in the following pseudocode fragment, when calculating the new value for A(i), except for the first (with i = 2) the reference to A(i - 1) will obtain the new value that had been placed there in the previous step.

  9. Indicator function - Wikipedia

    en.wikipedia.org/wiki/Indicator_function

    Thus the derivative of the Heaviside step function can be seen as the inward normal derivative at the boundary of the domain given by the positive half-line. In higher dimensions, the derivative naturally generalises to the inward normal derivative, while the Heaviside step function naturally generalises to the indicator function of some domain D.