Concepedia

Large-time behavior of perturbed diffusion markov processes with applications to the second eigenvalue problem for fokker-planck operators and simulated annealing

Chii-Ruey Hwang, Shuenn‐Jyi Sheu

Acta Applicandae Mathematicae · 1990 · 48 citations · 26 references

Concepts

EngineeringMathematicsComputational PhysicsStochastic ModelingStochastic ProcessesBrownian MotionComputational MathematicsDiffusion ProcessesMarkov ProcessesSimulation MethodsStochastic Differential EquationsDiffusionsEigenvalue ComputationFokker - Planck EquationFokker-planck EquationsFokker-planck TheoryMarkov Diffusion ProcessesSimulation Of Diffusion Processes

References

26

Optimization by Simulated Annealing

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

Natural Sciences, Mathematics, Algorithms +10

Equation of State Calculations by Fast Computing Machines

N. Metropolis, Arianna W. Rosenbluth, M. N. Rosenbluth et al. · The Journal of Chemical Physics · 1953 · 37.1K citations

Computing, Computer Engineering, Computer Science +9

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Stuart Geman, Donald Geman · IEEE Transactions on Pattern Analysis and Machine Intelligence · 1984 · 18K citations

Arts, Biomedical Engineering, Bayesian Data Analysis +16

Thermodynamical approach to the traveling salesman problem: An efficient simulation algorithm

V. Černý · Journal of Optimization Theory and Applications · 1985 · 3.4K citations

Natural Sciences, Physics, Algorithms +10

Simulated annealing: theory and applications.

Mathematics and Computers in Simulation · 1988 · 3K citations · Full text

Natural Sciences, Computer Science, Algorithms +10