The theoretical analysis and computational implementation of factorization-based methods for the numerical solution of linear boundary value problems for ordinary differential equations are presented.

The paper is intended to give a survey on the state-of-the-art of extrapolation methods for initial value problems in ordinary differential equation systems. All basic discretizations, which are ...

THE teaching of differential equations in English universities usually follows an unsatisfactory middle path. General theory is omitted as too difficult, while numerical methods are considered ...

Covers finite difference, finite element, finite volume, pseudo-spectral, and spectral methods for elliptic, parabolic, and hyperbolic partial differential equations. Prereq., APPM 5600. Recommended ...

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

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

Taken concurrently with EGR/MAT/PHY 191. An integrated course that covers the material of PHY 103 and MAT 201 with the emphasis on applications to engineering. Math topics include: vector calculus; ...