Prerequisites: MAD 3703; MAP 2302; MAS 3105; SAT 4321; or equivalent courses or consent of instructor. This course provides students with basic knowledge of applied and numerical mathematics useful for scientific and engineering modeling, guided by some problems in applications. Focus is on the numerical solution of stochastic differential equations and Monte Carlo methods. A combination of theory and lab work develops the student's intuition and allow for more insight useful for applications.
Graduate and Doctoral Courses
ISC 5936 - Numerical Methods for Stochastic Differential Equations