Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates.
Joakim BeckYang LiuErik von SchwerinRaúl TemponePublished in: CoRR (2022)
Keyphrases
- monte carlo
- finite element
- goal oriented
- convergence rate
- adaptive sampling
- importance sampling
- convergence speed
- markov chain
- mesh refinement
- mesh generation
- finite element analysis
- learning rate
- step size
- monte carlo simulation
- monte carlo methods
- soft tissue
- boundary element
- particle filter
- monte carlo tree search
- requirements analysis
- finite element method
- finite element model
- gaussian kernels
- variance reduction
- material properties
- temporal difference
- least squares
- quasi monte carlo