Calculation optimization in the solution of diffusion problems (Q4331070)
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scientific article; zbMATH DE number 1740578
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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