Improved Simulation Techniques for First Exit Time of Neural Diffusion Models (Q2876163)
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scientific article; zbMATH DE number 6331024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved Simulation Techniques for First Exit Time of Neural Diffusion Models |
scientific article; zbMATH DE number 6331024 |
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Improved Simulation Techniques for First Exit Time of Neural Diffusion Models (English)
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18 August 2014
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exponential time-stepping Euler algorithm
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first exit time
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FitzHugh-Nagumo model
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fixed time-step Euler method
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Ornstein-Uhlenbeck process
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numerical examples
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one-dimensional neural diffusion models
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convergence
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Monte Carlo method
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