Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation.
Abdujabor RasulovGulnora RaimovaMichael MascagniPublished in: Math. Comput. Simul. (2010)
Keyphrases
- monte carlo
- matrix inversion
- nonlinear equations
- boundary value problem
- monte carlo simulation
- markov chain
- stochastic approximation
- numerical integration
- wave equation
- importance sampling
- monte carlo methods
- adaptive sampling
- simulation study
- markovian decision
- monte carlo tree search
- particle filter
- policy evaluation
- optimal strategy
- least squares
- temporal difference
- differential equations
- mathematical model
- global illumination
- game tree search
- temporal difference learning
- variance reduction
- finite difference
- hamilton jacobi
- evaluation function
- search algorithm