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Multi-level Monte Carlo weak Galerkin method with nested meshes for stochastic Brinkman problem.
Yongle Hao
Xiaoshen Wang
Kai Zhang
Published in:
J. Comput. Appl. Math. (2018)
Keyphrases
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monte carlo
monte carlo simulation
monte carlo method
dynamic programming
monte carlo methods
machine learning
objective function
parameter estimation
importance sampling
adaptive sampling
kalman filter
optimal strategy
stochastic approximation
matrix inversion