A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler's method for deterministic differential ...

Optical systems employ a rich array of physical effects which are described by well-understood equations. However, for all but the simplest devices these equations are typically too complex to permit ...

This is the first of a series of papers on the subject of projection methods for viscous incompressible flow calculations. The purpose of these papers is to provide a thorough understanding of the ...