Catalog : CIVE.5320 Theoretical & Numerical Methods in Soil Mechanics (Formerly 14.532) CIVE.5320 — Graduate Id: 003024 Offering: 1 Credits: 3-3 Description Geotechnical practice employs computer ...

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 ...

It is proved that the order of convergence is the same as the order of consistency if the method has a property called order-stability. The usefulness of the theory is demonstrated by analyses of ...