Quasi continuous level Monte Carlo for random elliptic PDEs.
Cedric Aaron BeschleAndrea BarthPublished in: CoRR (2023)
Keyphrases
- monte carlo
- partial differential equations
- markov chain
- monte carlo simulation
- monte carlo method
- importance sampling
- monte carlo methods
- particle filter
- adaptive sampling
- monte carlo tree search
- matrix inversion
- markovian decision
- simulation study
- variance reduction
- confidence intervals
- numerical solution
- game tree
- support vector
- temporal difference
- graphical models