Sabelfeld, Karl Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target. (English) Zbl 1436.65151 J. Comput. Phys. 410, Article ID 109406, 17 p. (2020). MSC: 65M75 76R50 76M35 60G50 PDFBibTeX XMLCite \textit{K. Sabelfeld}, J. Comput. Phys. 410, Article ID 109406, 17 p. (2020; Zbl 1436.65151) Full Text: DOI
Morey, Chris; Scales, John; Van Vleck, Erik S. A feedback algorithm for determining search parameters for Monte Carlo optimization. (English) Zbl 0927.65075 J. Comput. Phys. 146, No. 1, 263-281 (1998). Reviewer: J.Parida (Rourkela) MSC: 65K05 65C05 90C30 PDFBibTeX XMLCite \textit{C. Morey} et al., J. Comput. Phys. 146, No. 1, 263--281 (1998; Zbl 0927.65075) Full Text: DOI Link