Stochoastic Methods For Computational Sciences
University of Alabama in Huntsville
CourseSPA 665
Stochastic processes, Langevin's equation, Ito calculus, Fokker-Planck equation, Levi processes, master equation, Euler-Maruyama, Milstein, and Runge-Kutta explicit and implicit schemes. Applications to turbulent diffusion, dynamical system stability; examples from chemistry, biology and finance.
- Credits
3 credits
- Course Code
SPA 665