Path-integral evolution of multivariate systems with moderate noise

A non Monte Carlo path-integral algorithm that is particularly adept at handling nonlinear Lagrangians is extended to multivariate systems. This algorithm is particularly accurate for systems with moderate noise.Comment: 15 PostScript pages, including 7 figure

Probability tree algorithm for general diffusion processes

Motivated by path-integral numerical solutions of diffusion processes, PATHINT, we present a new tree algorithm, PATHTREE, which permits extremely fast accurate computation of probability distributions of a large class of general nonlinear diffusion processes