Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems.
Slawomir MilewskiPublished in: Comput. Math. Appl. (2018)
Keyphrases
- monte carlo
- random walk
- markov chain
- finite difference
- monte carlo methods
- monte carlo simulation
- matrix inversion
- numerical methods
- monte carlo tree search
- partial differential equations
- markov random walk
- steady state
- numerical solution
- finite element
- hamilton jacobi
- transition probability matrix
- search tree
- transition probabilities
- differential equations