Numerical solution to stochastic differential equations with a random structure on supercomputers
From MaRDI portal
generalized Euler methodnumerical experimentsparallelizationstatistical modelingstochastic differential equationsupercomputer
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Parallel numerical computation (65Y05)
Recommendations
- Numerical solution to stochastic differential equations on supercomputers
- Numerical analysis of stochastic oscillators on supercomputers
- scientific article; zbMATH DE number 4028851
- Monte Carlo-type simulation for solving stochastic ordinary differential equations
- scientific article; zbMATH DE number 1286103
Cited in
(7)- Analysis of random noise effects on strange attractors by a Monte Carlo method on supercomputers
- scientific article; zbMATH DE number 4028851 (Why is no real title available?)
- scientific article; zbMATH DE number 6815834 (Why is no real title available?)
- Numerical solution to stochastic differential equations on supercomputers
- Numerical analysis of stochastic oscillators on supercomputers
- Implementing stochastic control software on supercomputing machines
- A superscalar simulation employing Poisson distributed stalls
This page was built for publication: Numerical solution to stochastic differential equations with a random structure on supercomputers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5407768)
