Abstract
The problems of a design of computations by statistical simulation of trajectories of a the solution of systems of stochastic differential equations on transputer net are considered. The efficiency of the parallel programs for various numerical methods and calculated functionals of the solutions of stochastic differential equations is discussed. Results of numerical experiments are demonstrated.
Cite
CITATION STYLE
Artemiev, S. S., Gusev, S. A., & Monakhov, O. G. (1996). Numerical solution of stochastic differential equations on transputer network. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 1041, pp. 33–37). Springer Verlag. https://doi.org/10.1007/3-540-60902-4_5
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