Pages that link to "Item:Q4534853"
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The following pages link to Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853):
Displaying 36 items.
- Simulation of stopped diffusions (Q703771) (← links)
- Computing the principal eigenvalue of the Laplace operator by a stochastic method (Q870438) (← links)
- An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps (Q1618848) (← links)
- Weak approximation of killed diffusion using Euler schemes. (Q1877395) (← links)
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- Stochastic finite differences for elliptic diffusion equations in stratified domains (Q2228762) (← links)
- The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032) (← links)
- An implementation of Milstein's method for general bounded diffusions (Q2311990) (← links)
- A partially reflecting random walk on spheres algorithm for electrical impedance tomography (Q2374877) (← links)
- Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
- Invasion and adaptive evolution for individual-based spatially structured populations (Q2460416) (← links)
- Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773) (← links)
- Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125) (← links)
- Error estimation and uncertainty quantification for first time to a threshold value (Q2660604) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- Probabilistic verification of a biodiesel production system using statistical model checking (Q2929958) (← links)
- Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
- Some new simulations schemes for the evaluation of Feynman–Kac representations (Q3516794) (← links)
- Modeling and Simulation of Biochemical Processes Using Stochastic Hybrid Systems: The Sugar Cataract Development Process (Q3523126) (← links)
- Adaptive weak approximation of reflected and stopped diffusions (Q3564644) (← links)
- On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains (Q3632723) (← links)
- Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040) (← links)
- A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006) (← links)
- Parameter identification for a stochastic logistic growth model with extinction (Q5084735) (← links)
- Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
- Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)
- Exact Monte Carlo simulation of killed diffusions (Q5387088) (← links)
- A posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problems (Q6044435) (← links)
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
- General criteria for the study of quasi-stationarity (Q6164925) (← links)
- Efficient Bayesian Computation for Low-Photon Imaging Problems (Q6168337) (← links)
- Can the Clocks Tick Together Despite the Noise? Stochastic Simulations and Analysis (Q6174005) (← links)
- Speeding up the Euler scheme for killed diffusions (Q6565558) (← links)
- Convergence error analysis of reflected gradient Langevin dynamics for non-convex constrained optimization (Q6671887) (← links)
