A new algorithm and worst case complexity for Feynman-Kac path integration.
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Publication:5926791
DOI10.1006/jcph.2000.6599zbMath1052.81520MaRDI QIDQ5926791
Grzegorz W. Wasilkowski, Leszek Plaskota, Henryk Woźniakowski
Publication date: 2000
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jcph.2000.6599
81-08: Computational methods for problems pertaining to quantum theory
81Q30: Feynman integrals and graphs; applications of algebraic topology and algebraic geometry
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