Quasi-Monte Carlo algorithms for diffusion equations in high dimensions

Mathematics and Computers in Simulation

Volumn 68, Issue 1, 2005, Pages 23-41

  Venkiteswaran, G ^a,c   Junk, M ^b  

^a Rheinland Pfälzische Technische Universität Kaiserslautern Landau   (Germany)

^b SAARLAND UNIVERSITY   (Germany)

^c BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE   (India)

Author keywords

Diffusion equation; MC; QMC

Indexed keywords

COMPUTER SIMULATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; NUMERICAL ANALYSIS; POLYMERS; PROBLEM SOLVING;

DIFFUSION EQUATIONS; FOKKER-PLANCK EQUATIONS; QUASI-MONTE CARLO (QMC) ALGORITHMS;

DIFFUSION;

EID: 12444310208     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2004.09.003     Document Type: Article

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