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Quasi-Monte Carlo algorithms for diffusion equations in high dimensions - MaRDI portal

Quasi-Monte Carlo algorithms for diffusion equations in high dimensions (Q1775922)

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scientific article; zbMATH DE number 2165108
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Quasi-Monte Carlo algorithms for diffusion equations in high dimensions
scientific article; zbMATH DE number 2165108

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    Quasi-Monte Carlo algorithms for diffusion equations in high dimensions (English)
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    4 May 2005
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    diffusion equation
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    Fokker-Planck equations
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    Monte Carlo method
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    convergence
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    numerical experiments
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