Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...
Numerical methods for differential and integral equations are indispensable in modern applied mathematics and engineering, offering tools to approximate complex physical phenomena where analytical ...
SIAM Journal on Numerical Analysis, Vol. 27, No. 3 (Jun., 1990), pp. 704-735 (32 pages) Ordinary differential equations can be recast into a nonlinear canonical form called an S-system. Evidence for ...
Introductory course on using a range of finite-difference methods to solve initial-value and initial-boundary-value problems involving partial differential equations. The course covers theoretical ...