However, for all but the simplest devices these equations are typically too complex to permit closed-form solutions. Numerical methods are thus both essential and powerful for predicting the ...

to illustrate the broad applicability of numerical methods. Students will be expected to complete programming assignments -- while most class examples will deal with pseudo code and/or matlab, a ...

Analysis and implementation of numerical methods for random processes: random number generators, Monte Carlo methods, Markov chains, stochastic differential equations, and applications. Recommended ...