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Information Metrics For Long-Time Errors in Splitting Schemes For Stochastic Dynamics and Parallel Kinetic Monte Carlo.
Konstantinos Gourgoulias
Markos A. Katsoulakis
Luc Rey-Bellet
Published in:
SIAM J. Sci. Comput. (2016)
Keyphrases
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monte carlo
monte carlo methods
markov chain
simulation study
monte carlo simulation
markovian decision
matrix inversion
particle filter
function approximation