Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations.
Anthony Le CavilNadia OudjaneFrancesco RussoPublished in: Monte Carlo Methods Appl. (2018)
Keyphrases
- monte carlo
- partial differential equations
- monte carlo methods
- stochastic approximation
- numerical algorithms
- problems in image processing
- markov chain
- importance sampling
- learning algorithm
- monte carlo tree search
- numerical solution
- monte carlo simulation
- image processing
- policy evaluation
- anisotropic diffusion
- differential equations
- particle filter
- numerical methods
- finite element
- matrix inversion
- state space
- adaptive sampling
- point processes
- computational complexity