This course introduces high-performance computing (“HPC”) systems, software, and methods used to solve large-scale problems in science and engineering. It will focus on the intersection of two ...

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

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

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; ...

This is a preview. Log in through your library . Abstract This is the first in a series of papers in which we discuss a numerical method to solve a certain class of steady state free boundary problems ...

Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...