This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. It covers numerical solution problems of the Cauchy p

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas

Numerical Methods for Ordinary Differential Equations is a self-contained introduction to a fundamental field of numerical analysis and scientific computation.

This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.