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Phys Rev E Stat Nonlin Soft Matter Phys ; 64(5 Pt 2): 056702, 2001 Nov.
Article in English | MEDLINE | ID: mdl-11736136

ABSTRACT

Motivated by path-integral numerical solutions of diffusion processes, PATHINT, we present a tree algorithm, PATHTREE, which permits extremely fast accurate computation of probability distributions of a large class of general nonlinear diffusion processes.

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