Analysis and implementation of numerical methods for random processes: random number generators, Monte Carlo methods, Markov chains, stochastic differential equations, and applications. Recommended ...
Analysis and application of numerical methods for solving large systems of linear equations, which often represent the bottleneck when computing solutions to equations arising in fluid mechanics, ...
Focuses on numerical solution of nonlinear equations, interpolation, methods in numerical integration, numerical solution of linear systems, and matrix eigenvalue problems. Stresses significant ...