A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904)
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scientific article; zbMATH DE number 6813059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations |
scientific article; zbMATH DE number 6813059 |
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A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (English)
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27 November 2017
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accelerated Monte Carlo
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entropy optimization
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micro-macro simulations
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multi-scale modeling
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stochastic differential equations
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finitely extensible nonlinear elastic dumbbells
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algorithm
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convergence
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numerical experiment
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