Efficient Memristive Stochastic Differential Equation Solver

Efficient Memristive Stochastic Differential Equation Solver

Herein, an efficient numerical solver for stochastic differential equations based on memristors is presented. The solver utilizes the stochastic switching effect in memristive devices to simulate the generation of a Brownian path and employs iterative Euler method computations within memristive cros...

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Bibliographic Details
Main Authors: Xuening Dong, Louis Primeau, Roman Genov, Mostafa Rahimi Azghadi, Amirali Amirsoleimani
Format: Article
Language:English
Published: Wiley 2023-08-01
Series:Advanced Intelligent Systems
Subjects:
Black–Scholes equation
Brownian path
memristor crossbar
stochastic differential equation
vector–matrix multiplication
Online Access:https://doi.org/10.1002/aisy.202300008

Internet

https://doi.org/10.1002/aisy.202300008

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