Global optimization and stochastic differential equations

Optimization by Simulated Annealing

Scott Kirkpatrick, C. D. Gelatt, M.P. Vecchi · Science · 1983 · 44.6K citations

Natural Sciences, Mathematics, Algorithms +10

<i>Theory and Applications of Stochastic Differential Equations</i>

Z. Schuss, Robert E. O’Malley · Physics Today · 1981 · 508 citations

Natural Sciences, Mathematics, Physics +17

Theory and applications of stochastic differential equations

M.M.R. Williams · Annals of Nuclear Energy · 1981 · 444 citations

Engineering, Mathematics, Physics +12

Eigenvalues of the Fokker–Planck Operator and the Approach to Equilibrium for Diffusions in Potential Fields

B. J. Matkowsky, Z. Schuss · SIAM Journal on Applied Mathematics · 1981 · 78 citations

Natural Sciences, Chemistry, Physics +16