Multilevel Monte Carlo simulation of Coulomb collisions (Q728652): Difference between revisions

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+Multilevel Monte Carlo Path Simulation
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+Multilevel Monte Carlo Methods
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+Monte Carlo complexity of global solution of integral equations
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+Q4433869
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+Q5764927
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+A review of Vlasov-Fokker-Planck numerical modeling of inertial confinement fusion plasma
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+An entropy based thermalization scheme for hybrid simulations of Coulomb collisions
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+A binary collision model for plasma simulation with a particle code
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+Monte Carlo methods and their analysis for Coulomb collisions in multicomponent plasmas
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+Particle simulation of Coulomb collisions: Comparing the methods of Takizuka \& Abe and Nanbu
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+Direct simulation Monte Carlo schemes for Coulomb interactions in plasmas
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+A grid-based Coulomb collision model for PIC codes
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+Langevin representation of Coulomb collisions in PIC simulations
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+A Monte Carlo method for Coulomb collisions in hybrid plasma models
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+Small-angle Coulomb collision model for particle-in-cell simulations
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+ISDEP: integrator of stochastic differential equations for plasmas
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+Higher-order time integration of Coulomb collisions in a plasma using Langevin equations
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+Q3504233
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+Infinite-dimensional quadrature and approximation of distributions
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+Fokker-Planck Equation for an Inverse-Square Force
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+Q4748912
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
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+Q5807209
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+Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
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+Random Generation of Stochastic Area Integrals
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+How to generate random matrices from the classical compact groups
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+Adaptive Multilevel Monte Carlo Simulation
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+Q3656688
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+Randomized multilevel quasi-Monte Carlo path simulation
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+Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs
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+Q4895007
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+Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff
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+On irregular functionals of SDEs and the Euler scheme
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+The Boltzmann equation and its applications
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+Multilevel Monte Carlo Approximation of Distribution Functions and Densities
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+The semi-Lagrangian method for the numerical resolution of the Vlasov equation
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