Improved Simulation Techniques for First Exit Time of Neural Diffusion Models (Q2876163)

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Improved Simulation Techniques for First Exit Time of Neural Diffusion Models
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    Improved Simulation Techniques for First Exit Time of Neural Diffusion Models (English)
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    18 August 2014
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    exponential time-stepping Euler algorithm
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    first exit time
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    FitzHugh-Nagumo model
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    fixed time-step Euler method
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    Ornstein-Uhlenbeck process
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    numerical examples
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    one-dimensional neural diffusion models
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    convergence
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    Monte Carlo method
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