A Grid Free Monte Carlo Algorithm for Solving Elliptic Boundary Value Problems.
Todor V. GurovPaula A. WhitlockIvan DimovPublished in: NAA (2000)
Keyphrases
- monte carlo
- np hard
- dynamic programming
- monte carlo simulation
- optimal solution
- computational complexity
- theoretical analysis
- markovian decision
- objective function
- boundary value problem
- markov chain
- worst case
- game tree
- search space
- stochastic approximation
- particle filter
- simulated annealing
- numerical simulations
- computational cost
- boundary conditions
- adaptive sampling
- search algorithm