Course Outline:

      Solution of nonlinear equations
     Methods for Solving  Systems of Linear Equations
     Approximation
     Numerical Differentiation and Integration
     Integration using Monte Carlo techniques
     Numerical methods for Ordinary Differential Equations (ODE)
     Numerical methods for Stochastic Differential equations (SDE)

TENTATIVE SYLLABUS)

       Week 1  Chapter 1 (1.1,1.2;  2.2,2.3; 3.1)

     Week 2  Chapter 3 (3.2, 3.3, 3.4, 3.6, 4.1 )

     Week 3  Chapter 4 (4.2,4.3, 4.4)

     Week 4  Chapter 4 (4.6,  4.7)

     Week 5  Chapter 5 and 6 (5.1, 5.2, 5.3,   6.1)

     Week 6  Chapter 6 (6.1., 6.2, 6.3., 6.4, 6.8)

     Week 7  Chapter 6 (6.8, 6.12, 6.13 ) and  7 (7.1, 7.2)

     Week 8  Chapter 7

     Week 9 Chapter 7 and Monte Carlo quadrature (material will be distributed)

     Week 10 Monte Carlo quadrature (material will be distributed), Chapter 8

     Week 11 Chapter 8

     Week 12 Chapter 8

     Week 13 Numerical simulation of stochastic differential equations (material will be distributed)

     Week 14 Numerical simulation of stochastic differential equations (material will be distributed)

     Week 15