Numerical tricks for studying large rare fluctuations

Journal De Physique. IV : JP

Volumn 8, Issue 6, 1998, Pages

  Mannella, R ^a  

^a UNIVERSITY OF PISA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ALGEBRA; ALGORITHMS; BOUNDARY CONDITIONS; INTEGRATION; RANDOM PROCESSES;

STOCHASTIC DIFFERENTIAL EQUATION;

DIFFERENTIAL EQUATIONS;

EID: 0032180450     PISSN: 11554339     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1051/jp4:1998633     Document Type: Article

References (2)

1. Mannella R., Numerical Integration of stochastic differential equations, in Supercomputation in nonlinear and disordered systems, Yasquez L, Tirado F and Martin I eds (World Scientific, 1997) pp. 100-129 and references therein.
2. Strittmatter W, Numerical Simulation of the Mean First Passage Time, University Freiburg preprint, THEP 87/12.