This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership.

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 ...

The Nonequilibrium Gas & Plasma Dynamics Laboratory (NGPDL) is directed by Professor Iain D. Boyd. NGPDL is active in the development and application of physical models and numerical methods for ...