Analysis of Stochastic Processes
| Hours: 3 0 3 |
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“Taylor series, finite difference, truncation error, Euler method; implicit methods: backward Euler, Richardson extrapolation, Crank-Nicholson; multistep methods: Adams-Bashforth and Adams-Moulton methods, stability, predictor-corrector methods, improved Euler method, Runge-Kutta methods, finite difference method, finite element method (continuous and discontinuous finite elements) and wavelets for the solution of Partial Differential Equations.
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| Pre-requisites: none | Co-requisites: none |
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Hours: XYZ where X = Lecture, Y = Lab, Z = Credit
All hours are per week.
3 Lab hours constitute 1 credit hour
1 credit hour implies 1 lecture of 50mins per academic week. 16 weeks in total.
Pre-Requisite courses are courses required to be completed before this course may be taken
Co-Requisite courses are courses required to be taken along with this course
