R68-30 Monte Carlo Solution of Partial Differential Equations Using a Hybrid Computer.
Warren D. LittlePublished in: IEEE Trans. Computers (1968)
Keyphrases
- monte carlo
- partial differential equations
- numerical algorithms
- numerical methods
- boundary value problem
- matrix inversion
- anisotropic diffusion
- image denoising
- importance sampling
- level set
- numerical scheme
- numerical solution
- markov chain
- particle filter
- monte carlo simulation
- monte carlo tree search
- eikonal equation
- monte carlo methods
- differential equations
- fourth order
- markovian decision
- image enhancement
- variance reduction
- denoising
- adaptive sampling
- image processing
- computational complexity
- pattern recognition
- optimal solution
- multiscale