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 ...

Ordinary and partial differential equations, linear algebra, matrix/vector calculus, numerical methods, introduction to optimization methods, and other topics as time permits. Both analytical and ...

I've written about numerical calculations before, but perhaps they weren't too inspiring. What are numerical calculations? Here is my own definition. Numerical Calculations (numerical methods, ...

Optical systems employ a rich array of physical effects which are described by well-understood equations. However, for all but the simplest devices these equations are typically too complex to permit ...

Computational methods for fitting nonlinear models have developed considerably in the last decade. Statistical use of these techniques has, as yet, lagged somewhat behind. The present paper gives a ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...