dorsal/arxiv
View SchemaProbability tree algorithm for general diffusion processes
| Authors | L. Ingber, C. Chen, R. P. Mondescu, D. Muzzall, M. Renedo |
|---|---|
| Categories | |
| ArXiv ID | physics/0103013 |
| URL | https://arxiv.org/abs/physics/0103013 |
| DOI | 10.1103/PhysRevE.64.056702 |
Abstract
Motivated by path-integral numerical solutions of diffusion processes, PATHINT, we present a new tree algorithm, PATHTREE, which permits extremely fast accurate computation of probability distributions of a large class of general nonlinear diffusion processes.
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"abstract": "Motivated by path-integral numerical solutions of diffusion processes,\nPATHINT, we present a new tree algorithm, PATHTREE, which permits extremely\nfast accurate computation of probability distributions of a large class of\ngeneral nonlinear diffusion processes.",
"arxiv_id": "physics/0103013",
"authors": [
"L. Ingber",
"C. Chen",
"R. P. Mondescu",
"D. Muzzall",
"M. Renedo"
],
"categories": [
"physics.comp-ph",
"physics.data-an"
],
"doi": "10.1103/PhysRevE.64.056702",
"title": "Probability tree algorithm for general diffusion processes",
"url": "https://arxiv.org/abs/physics/0103013"
},
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