Monte Carlo solution of the Neumann problem for the nonlinear Helmholtz equation.
Abdujabor RasulovGulnora RaimovaPublished in: Math. Comput. Simul. (2015)
Keyphrases
- monte carlo
- matrix inversion
- nonlinear equations
- monte carlo simulation
- markov chain
- boundary value problem
- numerical integration
- importance sampling
- boundary conditions
- wave equation
- stochastic approximation
- light transport
- variance reduction
- monte carlo methods
- particle filter
- optimal solution
- monte carlo method
- temporal difference
- differential equations
- shape from shading
- mathematical model
- adaptive sampling
- game tree search
- hamilton jacobi
- state space
- computational cost