Fast simulations of stochastic dynamical systems

Journal of Computational Physics

Volumn 208, Issue 1, 2005, Pages 106-115

  Acebrón, Juan A ^a   Spigler, Renato ^b  

^a UNIVERSITY OF ALCALÁ   (Spain)

^b ROMA TRE UNIVERSITY   (Italy)

Author keywords

Colored noise stochastic process; First passage time; Quasi Monte Carlo methods; Quasi random numbers; Stochastic differential equations

Indexed keywords

DIFFERENTIAL EQUATIONS; DYNAMICAL SYSTEMS; ELECTRON TRANSITIONS; MONTE CARLO METHODS; STOCHASTIC SYSTEMS;

COLORED NOISE; COLORED NOISE STOCHASTIC PROCESS; FAST SIMULATION; FIRST PASSAGE TIME; LOW-DISCREPANCY SEQUENCES; PSEUDO-RANDOM NUMBERS; QUASI MONTE CARLO METHODS; QUASI-RANDOM NUMBERS; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC DYNAMICAL SYSTEM;

RANDOM PROCESSES;

EID: 19044365490     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jcp.2005.02.010     Document Type: Article

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