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 ...

Partial differential equations (PDE) describe the behavior of fluids, structures, heat transfer, wave propagation, and other physical phenomena of scientific and engineering interest. This course ...

Everyone already uses computers in physics. At the very least, students use handheld calculators (I doubt anyone is still using a slide-rule calculator). Also, it's becoming more common to have ...

I’ve started recreating many of my numerical model tutorials for introductory physics. In the beginning, I had students use spreadsheets to create models. Of course, spreadsheets aren’t very good for ...

If the SINGLE option is not used, PROC MODEL computes values that simultaneously satisfy the model equations for the variables named in the SOLVE statement. PROC MODEL provides three iterative methods ...

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

The continuation method is developed with a special emphasis on its suitability for numerical solutions on fast computers. Four problems are treated in detail: finding roots of a polynomial, boundary ...