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Updated: Jun 12, 2025

The Diffusion of Passive Tracers in Laminar Shear Flow
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The Diffusion of Passive Tracers in Laminar Shear Flow

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对于在中度偏差调节中的随机反应-扩散方程的重要性抽样

Ioannis Gasteratos1, Michael Salins2, Konstantinos Spiliopoulos2

  • 1Department of Mathematics, Imperial College London, London, UK.

Stochastic partial differential equations : analysis and computations
|September 19, 2024
PubMed
概括

我们开发了一种高效的重要性抽样方法,以估计随机反应-扩散方程的退出概率. 这种方法准确地预测系统如何远离稳定状态,即使噪声小.

关键词:
进口量抽样采集方式适度的偏差 适度的偏差蒙特卡洛方法 蒙特卡洛方法最佳的控制控制是最好的控制.模拟罕见事件的模拟.随机反应扩散方程 随机反应扩散方程

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