A Multi-modes Monte Carlo Interior Penalty Discontinuous Galerkin Method for the Time-Harmonic Maxwell's Equations with Random Coefficients.
Xiaobing FengJunshan LinCody LortonPublished in: J. Sci. Comput. (2019)
Keyphrases
- monte carlo
- monte carlo simulation
- objective function
- markov chain
- monte carlo method
- importance sampling
- simulation study
- adaptive sampling
- monte carlo methods
- differential equations
- basis functions
- mathematical model
- parameter estimation
- dynamic programming
- markov decision processes
- linear combination
- matrix inversion
- genetic algorithm