Quasi-Monte Carlo simulation of differential equations.
Aïcha ChouraquiChristian LécotBachir DjebbarPublished in: Monte Carlo Methods Appl. (2017)
Keyphrases
- differential equations
- monte carlo simulation
- nonlinear differential equations
- monte carlo
- markov chain
- dynamical systems
- numerical solution
- ordinary differential equations
- boundary value problem
- brownian motion
- partial differential equations
- transmission line
- feed forward artificial neural networks
- additive model
- least squares
- image analysis
- numerical methods
- computer vision
- var model
- difference equations
- pattern recognition
- image denoising
- sufficient conditions
- higher order