A First-Passage Kinetic Monte Carlo algorithm for complex diffusion-reaction systems.
Aleksandar DonevVasily V. BulatovTomas OppelstrupGeorge H. GilmerBabak SadighMalvin H. KalosPublished in: J. Comput. Phys. (2010)
Keyphrases
- monte carlo
- monte carlo simulation
- stochastic approximation
- importance sampling
- simulation study
- markov chain
- monte carlo tree search
- monte carlo methods
- learning algorithm
- markovian decision
- monte carlo method
- variance reduction
- worst case
- matrix inversion
- computational complexity
- machine learning
- kalman filter
- bayesian framework
- detection algorithm
- optimal strategy
- simulated annealing
- dynamic programming
- global illumination
- optimal solution
- adaptive sampling