A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler's method for deterministic differential ...

This is the first of a series of papers on the subject of projection methods for viscous incompressible flow calculations. The purpose of these papers is to provide a thorough understanding of the ...

ECEN 6006 Numerical Methods ECEN 6006 Numerical Methods Optical systems employ a rich array of physical effects which are described by well-understood equations. However, for all but the simplest ...