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
Pages
7
From page
61
To page
67
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
Serial Year
1995
Journal title
Mathematical and Computer Modelling
Record number
1589964
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