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Hybrid Monte Carlo / PDE models

Posted: February 8th, 2012, 4:48 pm
by Cuchulainn
I have seen some results from Alan and Olivier Pironnneau on this topic. Could be good, especially for parallel cores. edit: at s/w level, it would also not be too difficult to aggregate the two approaches.

Hybrid Monte Carlo / PDE models

Posted: May 7th, 2012, 4:34 am
by wbbqhs
i know this one. http://www.sciencedirect.com/science/ar ... 000764what is the Alan paper you are refering?

Hybrid Monte Carlo / PDE models

Posted: May 7th, 2012, 2:47 pm
by Cuchulainn
QuoteOriginally posted by: wbbqhsi know this one. http://www.sciencedirect.com/science/ar ... 000764what is the Alan paper you are refering?yes, this is the one by Olivier P. The other is by Alan L.http://www.math.ku.dk/~rolf/teaching/ct ... _lewis.pdf hth

Hybrid Monte Carlo / PDE models

Posted: May 7th, 2012, 8:37 pm
by wbbqhs
QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: wbbqhsi know this one. http://www.sciencedirect.com/science/ar ... 000764what is the Alan paper you are refering?yes, this is the one by Olivier P. The other is by Alan L.http://www.math.ku.dk/~rolf/teaching/ct ... _lewis.pdf hthThanks. My supervisor and I are actually working on a Hybrid MC method different from these two papers, but it is good to know such a perspective.