A Fast Algorithm for High-Dimensional Markov Processes with Finite Sets of Transition Rates

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dc.creatorPlesser, Hans E.
dc.creatorWendt, Dietmar
dc.date1996-10-28
dc.date.accessioned2026-07-07T09:16:07Z
dc.date.available2026-07-07T09:16:07Z
dc.descriptionThe discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods and applications to epitaxial growth and neuronal models are sketched. Source code is available from the author's WWW-site.
dc.description4 pages, LaTeX, AMSmath, epsfig, nolta (included); 1 ps figure, 1 gif figure; source code available from http://www.physik.rwth-aachen.de/group/thphys/tpd/dietmar/classalg_engl.html
dc.identifierhttps://arxiv.org/abs/physics/9610019
dc.identifierhttp://arxiv.org/abs/physics/9610019
dc.identifierProceedings of "1996 International Symposium on Nonlinear Theory and its Applications (NOLTA '96)", Katsurahama-so, Kochi, Japan, 1996, pp. 249--252
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/153246
dc.subjectComputational Physics
dc.titleA Fast Algorithm for High-Dimensional Markov Processes with Finite Sets of Transition Rates
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