SDEX: Monte Carlo Simulation of Stochastic Differential Equations on Memristor Crossbars.
Louis PrimeauAmirali AmirsoleimaniRoman GenovPublished in: CoRR (2022)
Keyphrases
- monte carlo simulation
- stochastic differential equations
- quantum mechanics
- maximum a posteriori estimation
- brownian motion
- markov chain
- monte carlo
- stochastic process
- fractional brownian motion
- additive gaussian noise
- differential equations
- particle swarm optimisation
- optimal control
- long range
- diffusion process
- machine learning
- heavy traffic
- poisson process
- closed form
- image denoising