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 ...

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 ...

This is a preview. Log in through your library . Abstract The concepts of convergence, consistency and stability are given very general definitions that are applicable to any numerical computation.