Let's say I have a second order differential equation that is a function of discrete time series data that I have.
A simple example:
x** + x* = F(t) where, F(t) = rand(5000,1); <- some time series data sampled at a known frequency.
Does anyone know how I can solve this numerically for x ?
It seems that the examples of solving these equations all assume we know the actual function F(t), but in my case it is discrete data.