Simulation of stochastic processes using graphics hardware (Q634086)
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scientific article; zbMATH DE number 5934987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of stochastic processes using graphics hardware |
scientific article; zbMATH DE number 5934987 |
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Simulation of stochastic processes using graphics hardware (English)
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2 August 2011
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generalized Langevin equation
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stochastic simulation
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high performance computing
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graphics processing unit acceleration
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numerical examples
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correlated Brownian motionl
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stochastic integro-differential equation
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