Componentwise accurate Brownian motion computations using Cyclic Reduction

Nguyen, Giang T.; Poloni, Federico

by Giang T. Nguyen, Federico Poloni

Reference:

Componentwise accurate Brownian motion computations using Cyclic Reduction (Giang T. Nguyen, Federico Poloni), 2016.

Bibtex Entry:

@misc{NguP16,
Author = {Giang T. Nguyen and Federico Poloni},
Title = {Componentwise accurate {B}rownian motion computations using {C}yclic {R}eduction},
Year = {2016},
Eprint = {arXiv:1605.01482},
url = {https://arxiv.org/abs/1605.01482},
pdf = {files2/NguP16_secondorder_arxiv.pdf},
}