1,209 research outputs found
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
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