Journal of Computational Physics · 2014 · 39 citations · 38 references
Natural SciencesPhysicsComputational PhysicsNuclear PhysicsScientific ComputingMonte Carlo MethodsMonte Carlo SimulationParticle-based SimulationSimulation MethodsCoulomb Collision TheoryMultilevel Monte Carlo
38
Monte Carlo and quasi-Monte Carlo methods
Russel E. Caflisch · Acta Numerica · 1998 · 1.7K citations
Multilevel Monte Carlo Path Simulation
Michael B. Giles · Operations Research · 2008 · 1.5K citations
Fokker-Planck Equation for an Inverse-Square Force
M. N. Rosenbluth, William M. MacDonald, D.L. Judd · Physical Review · 1957 · 1.2K citations · Full text
Hans‐Joachim Bungartz, Michael Griebel · Acta Numerica · 2004 · 1K citations
Computing, Computational Engineering, Computational Fluid Dynamics +14