A Hybrid Monte Carlo, Discontinuous Galerkin method for linear kinetic transport equations.

Johannes Krotz Cory D. Hauck Ryan G. McClarren

Published in: CoRR (2023)

Keyphrases

monte carlo
monte carlo simulation
monte carlo method
importance sampling
monte carlo methods
simulation study
markov chain
optimal strategy
policy evaluation
computational cost
frequency domain
variance reduction
stochastic approximation