Calculation optimization in the solution of diffusion problems (Q4331070)

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scientific article; zbMATH DE number 1740578
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Calculation optimization in the solution of diffusion problems
scientific article; zbMATH DE number 1740578

    Statements

    Calculation optimization in the solution of diffusion problems (English)
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    4 February 2003
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    trajectory
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    diffusion process
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    stochastic differential equation
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    splitting method
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    importance sampling
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    autonomous system
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    Euler method
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    numerical examples
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