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Numerical Methods for Stoch… Calculus with Analytic Geom…

Computing for Scientists and Engineers: A Workbook of Analysis, Numerics, and Applications

Author William J. Thompson
Publisher Wiley-VCH
Category Mathematics
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Book Details
PublisherWiley-VCH
ISBN / ASIN0471547182
ISBN-139780471547181
Sales Rank6,978,202
CategoryMathematics
MarketplaceUnited States 🇺🇸

Description

Topics are divided between review material on the mathematics background; numerical-analysis methods such as differentiation, integration, the solution of differential equations from engineering, life and physical sciences; data-analysis applications including least-squares fitting, splines and Fourier expansions. Unique in its project orientation, it features a vast amount of exercises with emphasis on realistic examples from current applications.
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