This textbook on computational mathematics is based on a fusion of mathematical analysis, numerical computation and applications.

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

This self-contained book brings together the important results of a rapidly growing area.As a starting point it presents the classic results of the theory. The

Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of P