Multi-level Monte Carlo weak Galerkin method for elliptic equations with stochastic jump coefficients.
Jingshi LiXiaoshen WangKai ZhangPublished in: Appl. Math. Comput. (2016)
Keyphrases
- monte carlo
- monte carlo simulation
- monte carlo methods
- mathematical model
- importance sampling
- markov chain
- numerical methods
- monte carlo method
- adaptive sampling
- parameter estimation
- simulation study
- quasi monte carlo
- monte carlo tree search
- matrix inversion
- global illumination
- basis functions
- computational cost
- dynamic programming