This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership.

This unit is intended to serve as a first course in numerical analysis. As such the fundamental areas of root finding, numerical differentiation, numerical integration and solving ordinary ...

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

This unit constitutes an introduction to numerical analysis. The topics covered are: approximation of functions; orthogonal polynomials; quadrature; discretisation of the initial value problem for ...

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...

There was no lecture on Wednesday September 13. The first midterm was on Wednesday October 11. The second midterm is going to be held in class Wednesday November 15. Some lecture notes on ...