Enhanced multi-index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems.
Pieterjan RobbeDirk NuyensStefan VandewallePublished in: Numer. Linear Algebra Appl. (2021)
Keyphrases
- monte carlo
- anisotropic diffusion
- partial differential equations
- monte carlo simulation
- monte carlo methods
- importance sampling
- edge preserving
- adaptive smoothing
- nonlinear diffusion
- markov chain
- multiscale
- diffusion equation
- particle filter
- edge detection
- bilateral filtering
- adaptive sampling
- noise removal
- numerical methods
- variance reduction
- search algorithm
- monte carlo tree search
- machine learning