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Showing 2013 · math.NAShow all
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math.NA2013★ 1 cited
Complexity of Multilevel Monte Carlo Tau-Leaping
David F. Anderson, Desmond J. Higham, Yu Sun
Tau-leaping is a popular discretization method for generating approximate paths of continuous time, discrete space, Markov chains, notably for biochemical reaction systems. To comp…
math.NA2013
Convolution spline approximations for time domain boundary integral equations
Penny J Davies, Dugald B Duncan
We introduce a new "convolution spline" temporal approximation of time domain boundary integral equations (TDBIEs). It shares some properties of convolution quadrature (CQ), but in…