Analysis of Stochastic Processes

Analysis of Stochastic Processes
Hours: 3 0 3

“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.

Pre-requisites: noneCo-requisites: none

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