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| dc.contributor.advisor | Chan, R | en |
| dc.contributor.author | Lee, A | en |
| dc.date.accessioned | 2011-02-24T03:57:29Z | en |
| dc.date.issued | 2011 | en |
| dc.identifier.uri | http://hdl.handle.net/2292/6436 | en |
| dc.description | Full Text is available to authenticated members of The University of Auckland only. | en |
| dc.description.abstract | Runge-Kutta methods for the numerical solution of ordinary differential equations (ODEs) and the extension to stochastic differential equations (SDEs) are presented. The Butcher rooted-tree theory used for the derivation of order conditions for ODEs and its generalization to coloured trees for SDEs are discussed. The results of numerical experiments on linear and nonlinear problems with several explicit numerical methods with weak orders 1 and 2 are presented. | en |
| dc.publisher | ResearchSpace@Auckland | en |
| dc.relation.ispartof | Masters Thesis - University of Auckland | en |
| dc.relation.isreferencedby | UoA | en |
| dc.rights | Restricted Item. Full Text is available to authenticated members of The University of Auckland only. | en |
| dc.rights | Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. | en |
| dc.rights.uri | https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm | en |
| dc.title | Numerical Analysis of ODEs and SDEs | en |
| dc.type | Thesis | en |
| thesis.degree.discipline | Mathematics | en |
| thesis.degree.grantor | The University of Auckland | en |
| thesis.degree.level | Masters | en |
| dc.rights.holder | Copyright: the author | en |
| pubs.elements-id | 206490 | en |
| pubs.record-created-at-source-date | 2011-02-24 | en |
| dc.identifier.wikidata | Q112886867 |
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