This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations.

A concise introduction to numerical methodsand the mathematicalframework neededto understand their performance Numerical Solution of Ordinary Differential Equat