Accelerated simulation of Boltzmann-BGK equations near the diffusive limit with asymptotic-preserving multilevel Monte Carlo.
Emil LøvbakGiovanni SamaeyPublished in: CoRR (2022)
Keyphrases
- monte carlo
- monte carlo simulation
- simulation study
- mathematical model
- markov chain
- monte carlo method
- importance sampling
- monte carlo tree search
- monte carlo methods
- adaptive sampling
- markovian decision
- variance reduction
- game tree search
- confidence intervals
- stochastic approximation
- matrix inversion
- optimal strategy
- particle filter
- graphical models
- probability distribution
- point processes
- search algorithm