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Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations.
Haifeng Wang
Pavel P. Popov
Stephen B. Pope
Published in:
J. Comput. Phys. (2010)
Keyphrases
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monte carlo
monte carlo methods
monte carlo method
monte carlo simulation
markov chain
optimal solution
quasi monte carlo
particle filter
stochastic approximation
probability density function
adaptive sampling
matrix inversion
numerical methods
statistical methods
state space
probabilistic model
computational cost