CHAPTER 17
Numerical Analysis and Scientific Computing
Error and approximation
Absolute and relative error, conditioning, stability and convergence.
Root finding
Bisection, fixed-point iteration and Newton's method.
Numerical calculus
Finite differences, quadrature and numerical integration.
ODE solvers
Euler, improved Euler and Runge–Kutta methods.
Stochastic simulation
Monte Carlo ideas and numerical SDE trajectories.