Numerical solutions of differential equations

Various numerical methods for solving differential equations were analyzed and refined in an effort to develop a method which was adaptable to a large class of problems. The prime capabilities of the method included accuracy, numerical stability, and economic use of computer time. In multistep processes the corrector was changed at each step

Numerical Solutions of ODEs using Volterra Series

We propose a numerical approach for solving systems of nonautonomous ordinary di®erential equations under suitable assumptions. This approach is based on expansion of the solutions by Volterra series and allows to estimate the accuracy of the approximation. Also we can solve some ordinary di®erential equations for which the classical numerical methods fail

Numerical Methods for Stochastic Differential Equations

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes for solving stochastic equations in outlined here. High order numerical methods are developed for integration of stochastic differential equations with strong solutions. We demonstrate the accuracy of the resulting integration schemes by computing the errors in approximate solutions for sdes which have known exact solutions

Wiener-Hopf solution for impenetrable wedges at skew incidence

A new Wiener-Hopf approach for the solution of impenetrable wedges at skew incidence is presented. Mathematical aspects are described in a unified and consistent theory for angular region problems. Solutions are obtained using analytical and numerical-analytical approaches. Several numerical tests from the scientific literature validate the new technique, and new solutions for anisotropic surface impedance wedges are solved at skew incidence. The solutions are presented considering the geometrical and uniform theory of diffraction coefficients, total fields, and possible surface wave contribution