SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 2017-2038 (22 pages) General autonomous stochastic differential equations (SDEs) driven by one-dimensional Brownian motion in the ...
SIAM Journal on Numerical Analysis, Vol. 34, No. 1 (Feb., 1997), pp. 22-47 (26 pages) We suggest a general method for the construction of highly continuous interpolants for one-step methods applied to ...
ODE Architect is a suite of software tools published by John Wiley & Sons that can be used to supplement learning and enhance understanding in a sophomore ordinary differential equations course. This ...