Monte Carlo sensitivity calculation in fixed source problems with the derivative source method.

Toshihiro Yamamoto Hiroki Sakamoto

Published in: J. Comput. Phys. (2022)

Keyphrases

monte carlo
monte carlo simulation
importance sampling
monte carlo methods
computational cost
simulation study
monte carlo method
matrix inversion
dynamic programming
adaptive sampling
objective function
support vector machine
least squares
markov random field
markov chain
training samples