Optimal fidelity multi-level Monte Carlo for quantification of uncertainty in simulations of cloud cavitation collapse.
Jonas SukysUrsula RasthoferFabian WermelingerPanagiotis E. HadjidoukasPetros KoumoutsakosPublished in: CoRR (2017)
Keyphrases
- monte carlo
- optimal strategy
- simulation study
- monte carlo simulation
- importance sampling
- markov chain
- adaptive sampling
- monte carlo tree search
- monte carlo methods
- particle filter
- markovian decision
- temporal difference
- confidence intervals
- cloud computing
- matrix inversion
- worst case
- dynamic programming
- point processes
- optimal solution
- stochastic approximation
- global illumination
- policy evaluation
- state space