SIAM Journal on Numerical Analysis, Vol. 35, No. 4 (Aug., 1998), pp. 1684-1708 (25 pages) This paper introduces a general technique for the construction of multistep methods capable of integrating, ...

We propose a new concept which allows us to apply any numerical method of weak approximation to a very broad class of stochastic differential equations (SDEs) with nonglobally Lipschitz coefficients.

Implementations of the following numerical integration techniques are given below: Left-hand Riemann sum, Right-hand Riemann sum, Midpoint Rule, Trapezoid Rule, and Simpson's Rule. Modify and evaluate ...

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

An error analysis of approximation of deltas (derivatives of the solution to the Cauchy problem for parabolic equations) by finite differences is given, taking into ...