A New Class of Grid-Free Monte Carlo Algorithms for Elliptic Boundary Value Problems.
R. J. PapanchevaIvan DimovTodor V. GurovPublished in: Numerical Methods and Application (2002)
Keyphrases
- monte carlo
- boundary value problem
- stochastic approximation
- markov chain
- monte carlo simulation
- monte carlo methods
- importance sampling
- matrix inversion
- learning algorithm
- differential equations
- monte carlo tree search
- computer vision
- particle filter
- image enhancement
- partial differential equations
- adaptive sampling