Pages that link to "Item:Q4285941"

The following pages link to A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation (Q4285941):

Displaying 22 items.

• Consistency of Markov chain quasi-Monte Carlo on continuous state spaces (Q548531) (← links)
• Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization (Q819117) (← links)
• Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands (Q1295818) (← links)
• Quasi-random simulation of linear kinetic equations (Q1347859) (← links)
• Particle simulations of the Kac model of the Boltzmann equation (Q1379028) (← links)
• A particle method for some parabolic equations (Q1392780) (← links)
• Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient (Q1718841) (← links)
• Quasi-Monte Carlo algorithms for diffusion equations in high dimensions (Q1775922) (← links)
• Smoothness and dimension reduction in quasi-Monte Carlo methods (Q1921098) (← links)
• Quasi-Monte Carlo simulation of diffusion (Q1961051) (← links)
• Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences (Q2272147) (← links)
• Fast simulations of stochastic dynamical systems (Q2485717) (← links)
• A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585) (← links)
• Probabilistically induced domain decomposition methods for elliptic boundary-value problems (Q2568061) (← links)
• Diffusion in a nonhomogeneous medium: quasi-random walk on a lattice (Q3068179) (← links)
• Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique (Q4472606) (← links)
• (Q4856456) (← links)
• Error bounds for quasi-Monte Carlo integration with nets (Q4878540) (← links)
• A quasi-Monte Carlo Metropolis algorithm (Q5385856) (← links)
• An algorithm for probabilistic solution of parabolic PDEs (Q5861989) (← links)
• Particle approximation of convection-diffusion equations (Q5938370) (← links)
• High dimensional simulation (Q5938380) (← links)