Enhancing statistical moment calculations for stochastic Galerkin solutions with Monte Carlo techniques.
Kenny ChowdharyCosmin SaftaHabib N. NajmPublished in: J. Comput. Phys. (2018)
Keyphrases
- monte carlo
- monte carlo methods
- monte carlo simulation
- confidence intervals
- importance sampling
- markovian decision
- stochastic approximation
- point processes
- markov chain
- monte carlo tree search
- simulation study
- particle filter
- monte carlo method
- differential equations
- matrix inversion
- decision problems
- partial differential equations
- dynamical systems
- optimal strategy
- optical flow
- optimal solution
- reinforcement learning