Calculation optimization in the solution of diffusion problems (Q4331070)
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scientific article; zbMATH DE number 1740578
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|---|---|---|---|
| default for all languages | No label defined |
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| English | 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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0.7511537671089172
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0.7086987495422363
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0.707898736000061
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