Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation.
Marcus J. GroteSimon MichelFabio NobilePublished in: SIAM/ASA J. Uncertain. Quantification (2022)
Keyphrases
- monte carlo
- wave propagation
- importance sampling
- markov chain
- monte carlo methods
- monte carlo simulation
- transmission line
- monte carlo tree search
- adaptive sampling
- stochastic approximation
- markovian decision
- point processes
- monte carlo method
- temporal difference
- optimal strategy
- simulation study
- steady state
- game tree
- markov chain monte carlo
- least squares
- search algorithm
- learning algorithm