Quasi-Monte Carlo algorithms for diffusion equations in high dimensions (Q1775922)
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scientific article; zbMATH DE number 2165108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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