A new Green's function Monte Carlo algorithm for the estimation of the derivative of the solution of Helmholtz equation subject to Neumann and mixed boundary conditions.
Kausik ChatterjeePublished in: J. Comput. Phys. (2016)
Keyphrases
- monte carlo
- boundary conditions
- importance sampling
- monte carlo simulation
- matrix inversion
- spline interpolation
- optimal solution
- stochastic approximation
- markov chain
- parameter estimation
- dynamic programming
- learning algorithm
- hamilton jacobi
- objective function
- worst case
- computational cost
- search space
- monte carlo methods
- optimal policy
- single image
- numerical methods
- optimal strategy
- boundary value problem
- policy evaluation
- machine learning
- markovian decision