From Monte Carlo to neural networks approximations of boundary value problems.
Lucian BezneaIulian CîmpeanOana Lupascu-StamateIonel PopescuArghir ZarnescuPublished in: CoRR (2022)
Keyphrases
- monte carlo
- boundary value problem
- boundary conditions
- variance reduction
- differential equations
- markov chain
- importance sampling
- monte carlo simulation
- policy evaluation
- numerical solution
- particle filter
- monte carlo methods
- partial differential equations
- adaptive sampling
- markovian decision
- matrix inversion
- fixed point theorem
- monte carlo tree search
- sufficient conditions
- machine learning
- dynamical systems
- higher order
- multiscale
- quasi monte carlo