A full-density propagation method simulates random iteration equations without repeated Monte Carlo sampling and is applied to stochastic DEs, uncertainty-aware optimization, and chaotic maps.
Mohammad HosseiniA class of weak second order split-drift stochastic Runge–Kutta schemes for stiff SDE systems.Journal of Computational and Applied Mathematics 275, 27-43 (2015)
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.DS 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A Full-Density Approach to Simulating Random Iteration Equations with Applications
A full-density propagation method simulates random iteration equations without repeated Monte Carlo sampling and is applied to stochastic DEs, uncertainty-aware optimization, and chaotic maps.