Title of article :
Path-integral calculation of multivariate Fokker-Planck systems
Author/Authors :
Ingber، نويسنده , , L.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
A non-Monte-Carlo path-integral algorithm that is particularly adept in handling nonlinear Fokker-Planck systems is extended to multivariate systems. This algorithm is particularly accurate for systems with moderate noise.
Keywords :
path integral , Fokker-Planck
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling
