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A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method.
Slawomir Milewski
Published in:
Numer. Algorithms (2020)
Keyphrases
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random walk
monte carlo
markov chain
monte carlo simulation
computational cost
monte carlo method
adaptive sampling
monte carlo methods
dynamic programming
clustering method
pagerank algorithm
transition probability matrix
bayesian networks
importance sampling
directed graph
search space
pairwise
search algorithm