A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler's method for deterministic differential ...

We compare the performance of these numerical methods for potential inclusion in prototype NGST optical wavefront reconstruction software. We begin with a tutorial on Rayleigh-Sommerfeld diffraction ...

ECEN 6006 Numerical Methods ECEN 6006 Numerical Methods Optical systems employ a rich array of physical effects which are described by well-understood equations. However, for all but the simplest ...