A low-rank approach to the computation of path integrals (Q2374948)
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scientific article
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| English | A low-rank approach to the computation of path integrals |
scientific article |
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A low-rank approach to the computation of path integrals (English)
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5 December 2016
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low-rank approximation
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Feynman-Kac formula
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path integral
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multidimensional integration
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skeleton approximation
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convolution
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0.8630335
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0.86195505
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0.8607366
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0.8554231
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0.85485834
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