The following pages link to Simulation of stopped diffusions (Q703771):
Displaying 11 items.
- An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems (Q257095) (← links)
- Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition (Q618567) (← links)
- Computing the principal eigenvalue of the Laplace operator by a stochastic method (Q870438) (← links)
- Probabilistic domain decomposition for the solution of the two-dimensional magnetotelluric problem (Q1702338) (← links)
- A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650) (← links)
- Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
- Probabilistically induced domain decomposition methods for elliptic boundary-value problems (Q2568061) (← links)
- Improved Simulation Techniques for First Exit Time of Neural Diffusion Models (Q2876163) (← links)
- Drift reconstruction from first passage time data using the Levenberg–Marquardt method (Q2929921) (← links)
- A posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problems (Q6044435) (← links)
- General criteria for the study of quasi-stationarity (Q6164925) (← links)
