SIAM Journal on Applied Mathematics, Vol. 43, No. 6 (Dec., 1983), pp. 1259-1273 (15 pages) A constructive algorithm is developed to determine whether or not a given linear p.d.e. can be mapped into a ...
Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...
THIS book is the outgrowth of a lengthy experience in training first-year electrical engineering students at the Massachusetts Institute of Technology. The earlier chapters discuss complex numbers, ...