Numerical methods for differential and integral equations are indispensable in modern applied mathematics and engineering, offering tools to approximate complex physical phenomena where analytical ...
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 ...
A simple and efficient algorithm for least-squares estimation of the parameters of a numerically solved diffusion model is presented. The algorithm has been specially developed for the analysis of ...
Ordinary finite differences -- Divided differences -- Central differences -- Inverse interpolation and the solution of equations -- Computation with series and integrals -- Numerical solution of ...
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 ...
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