A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems.
Michael MascagniAneta KaraivanovaYaohang LiPublished in: Monte Carlo Methods Appl. (2001)
Keyphrases
- boundary value problem
- monte carlo method
- markov chain
- monte carlo
- differential equations
- boundary conditions
- numerical solution
- genetic algorithm
- partial differential equations
- posterior distribution
- bayesian learning
- variational inequalities
- poisson equation
- maximum likelihood estimation
- mathematical models
- state space
- learning machines
- finite element method
- lower bound
- parameter estimation
- dynamic programming
- multiscale
- computer vision