Introduces ordinary differential equations, systems of linear equations, matrices, determinants, vector spaces, linear transformations, and systems of linear differential equations. Prereq., APPM 1360 ...

About this article Cite this article Introductory Course in Differential Equations Ordinary Differential Equations; with an Introduction to Lie's Theory of the Group of One Parameter.

A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler's method for deterministic differential ...