Methods of Numerical Integration, Second Edition describes the theoretical and practical aspects of major methods of numerical integration. Numerical integratio

Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integr

This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (SDE). These approximations represent two fundamen

Offers the quadrature user a selection of the most effective algorithms in each of the main areas of the subject. Topics range from Simpson's rule and Gaussian