Pages that link to "Item:Q3738494"
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The following pages link to A second-order Monte Carlo method for the solution of the Ito stochastic differential equation (Q3738494):
Displaying 12 items.
- Developments in formulation and application of the filtered density function (Q608070) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- The pdf approach to turbulent flow (Q920752) (← links)
- Monte Carlo solutions of a joint PDF equation for turbulent flows in general orthogonal coordinates (Q1094973) (← links)
- Assessment of numerical accuracy of PDF/Monte Carlo methods for turbulent reacting flows (Q1306110) (← links)
- A general mass consistency algorithm for hybrid particle/finite-volume PDF methods. (Q1428009) (← links)
- Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method. (Q1873366) (← links)
- Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples (Q3823581) (← links)
- Weak first- and second-order numerical schemes for stochastic differential equations appearing in Lagrangian two-phase flow modeling (Q4432547) (← links)
- Inference for stochastic neuronal models (Q5899962) (← links)
- Inference for stochastic neuronal models (Q5919264) (← links)
- An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods (Q5953229) (← links)