Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods
From MaRDI portal
Publication:6134077
Recommendations
- Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries
- The first-passage time distribution for the diffusion model with variable drift
- Fast and accurate calculations for first-passage times in Wiener diffusion models
- Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time
- Evaluating methods for approximating stochastic differential equations
Cites work
- scientific article; zbMATH DE number 5719436 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 1197366 (Why is no real title available?)
- scientific article; zbMATH DE number 1274356 (Why is no real title available?)
- scientific article; zbMATH DE number 5681750 (Why is no real title available?)
- scientific article; zbMATH DE number 3085412 (Why is no real title available?)
- A Simplex Method for Function Minimization
- A general nonstationary diffusion model for two-choice decision-making
- A new integral equation for the evaluation of first-passage-time probability densities
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
- Comparing fixed and collapsing boundary versions of the diffusion model
- Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods
- Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries
- Finite element solution of diffusion problems with irregular data
- Fluid-structure interactions. Models, analysis and finite elements
- Integral equations. Theory and numerical treatment
- Kepler, Newton and numerical analysis
- Kombinationswirbelfelder in realen Strömungen
- Modeling perceptual discrimination in dynamic noise: time-changed diffusion and release from inhibition
- Multi-stage sequential sampling models with finite or infinite time horizon and variable boundaries
- Numerical treatment of partial differential equations. Revised translation of the 3rd German edition of `Numerische Behandlung partieller Differentialgleichungen' by Martin Stynes.
- On the smoothing property of the crank-nicolson scheme
- On the two-boundary first-crossing-time problem for diffusion processes
- Partial derivatives for the first-passage time distribution in Wiener diffusion models
- Psychological models of deferred decision making
- Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time
- Stochastic dynamic models of response time and accuracy: A foundation primer
- Stochastic models of decisions about motion direction: behavior and physiology
Cited in
(6)- Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods
- A fast numerical algorithm for the estimation of diffusion model parameters
- Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time
- Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries
- Analytical formulaes and comparative analysis for linear models in chronoamperometry under conditions of diffusion and migration
- Closed-form approximations of first-passage distributions for a stochastic decision-making model
This page was built for publication: Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6134077)