Many dynamic processes can be described mathematically with the aid of stochastic partial differential equations. Scientists have found a new method which helps to solve a certain class of such ...
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 ...
The course will offer students the opportunity to solve challenging mathematical problems unlike standard homework problems in any course. Class time will be spent studying problems, discovering ...
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