Monte carlo simulation of stochastic differential equation to study information geometry

HIGHLIGHTS

  • who: Abhiram Anand Thiruthummal and Eun-jin Kim from the Centre for Fluid and Complex Systems, Coventry University, Coventry , FB, UK have published the paper: Monte Carlo Simulation of Stochastic Differential Equation to Study Information Geometry, in the Journal: Entropy 2022, 24, 1113. of /2022/
  • what: As an alternative method to solving the Fokker-Planck equation the authors propose a new method to calculate time-dependent probability density functions (PDFs) and to study Information Geometry using Monte Carlo (MC) simulation of SDEs. Specifically the authors develop a new MC SDE method to overcome the challenges . . .

     

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