Difference between Ordinary differential equations (ODEs) and Stochastic differential equations (SDEs)
Ordinary differential equations (ODEs) describe deterministic systems where outcomes are fully determined by initial conditions and parameters - given the same starting point, you always get the same result. Stochastic differential equations (SDEs) incorporate random noise or uncertainty, making outcomes probabilistic rather than deterministic. For example, modeling a pendulum with an ODE gives a precise trajectory, while an SDE might include random forces like air turbulence. Stochastic processes are essential for modeling real-world phenomena with inherent randomness like stock prices, molecular motion, or population dynamics where uncertainty and random fluctuations play a crucial role in system behavior.
Some Links:
[Flow-Matching vs Diffusion Models explained side by side]
https://www.youtube.com/watch?v=firXjwZ_6KI
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