Calculating the Malliavin Derivative of some numerical model using the Malliavin Weight Sampling method
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https://figshare.com/articles/dataset/Calculating_the_Malliavin_Derivative_of_some_numerical_model_using_the_Malliavin_Weight_Sampling_method/5432722/2
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资源简介：
The Malliavin calculus suggests a methodology, called the Malliavin Weight Sampling method, for computing the derivative of an expected quantity of a stochastic system with respect to the parameters of its underlying stochastic variable. This repository shows how to apply this method to some problems found in classical mechanics, including problems solved using numerical methods like finite elements (FEniCS) and finite differences.<br>
提供机构：
figshare
创建时间：
2017-10-05
