The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term.
Evelyn BuckwarPublished in: Monte Carlo Methods Appl. (2004)
Keyphrases
- differential equations
- distributed memory
- brownian motion
- feed forward artificial neural networks
- parallel architecture
- numerical solution
- shared memory
- dynamical systems
- parallel implementation
- ibm sp
- difference equations
- multiprocessor systems
- ordinary differential equations
- numerical methods
- optimal control problems
- boundary value problem
- matrix multiplication
- nonlinear differential equations
- parallel computers
- parallel processing
- data parallelism
- partial differential equations
- parallel machines
- markov chain
- logic programs
- runge kutta
- state space
- similarity measure