Multilevel asymptotic-preserving Monte Carlo for kinetic-diffusive particle simulations of the Boltzmann-BGK equation.
Bert MortierPieterjan RobbeMartine BaelmansGiovanni SamaeyPublished in: J. Comput. Phys. (2022)
Keyphrases
- monte carlo
- matrix inversion
- monte carlo method
- simulation study
- monte carlo simulation
- markov chain
- importance sampling
- monte carlo tree search
- monte carlo methods
- adaptive sampling
- particle filter
- differential equations
- numerical simulations
- image filtering
- variance reduction
- worst case
- policy evaluation
- optimal strategy
- point processes
- global illumination
- stochastic approximation
- machine learning
- confidence intervals
- upper bound
- feature space