Analysis and implementation of numerical methods for random processes: random number generators, Monte Carlo methods, Markov chains, stochastic differential equations, and applications. Recommended ...

SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods including their convergence, stability, and error ...

This is a preview. Log in through your library . Abstract The paper deals with a numerical method for solving nonlinear integro-parabolic problems of Fredholm type. A monotone iterative method, based ...

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 ...

Geotechnical practice employs computer programs that incorporate numerical methods to address problems of stability, settlement, deformation, and seepage. These methods are based on theoretical ...