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Probability tree algorithm for general diffusion processes

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 01 Jan 2001Embargo end date: 01 Jan 2001 English Publisher:American Physical Society (APS)Journal:Physical Review E, volume 64 (issn: 1063-651X, eissn: 1095-3787, Copyright policy )
Authors: L. Ingber; C. Chen; R.P. Mondescu; D. Muzzall; M. Renedo;

doi: 10.1103/physreve.64.056702 , 10.2139/ssrn.263079 , 10.48550/arxiv.physics/0103013

pmid: 11736136

arXiv: physics/0103013

Probability tree algorithm for general diffusion processes

Abstract

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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Keywords

Physics - Data Analysis, Statistics and Probability, FOS: Physical sciences, Computational Physics (physics.comp-ph), Physics - Computational Physics, Data Analysis, Statistics and Probability (physics.data-an)

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    popularity
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    influence
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
23
Average
Top 10%
Average
Green
bronze