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Weak first- and second-order numerical schemes for stochastic differential equations appearing in Lagrangian two-phase flow modeling.

Jean-Pierre MinierEric PeiranoSergio Chibbaro
Published in: Monte Carlo Methods Appl. (2003)
Keyphrases
  • higher order
  • stochastic differential equations
  • multiresolution
  • bayesian networks
  • maximum likelihood
  • brownian motion