Kinetic-diffusion asymptotic-preserving Monte Carlo algorithm for Boltzmann-BGK in the diffusive scaling.
Bert MortierMartine BaelmansGiovanni SamaeyPublished in: CoRR (2020)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- stochastic approximation
- importance sampling
- learning algorithm
- computational complexity
- probabilistic model
- worst case
- dynamic programming
- monte carlo methods
- particle filter
- expectation maximization
- monte carlo tree search
- simulation study
- convergence rate
- adaptive sampling
- detection algorithm
- simulated annealing
- optimal solution
- objective function