A high-order Monte Carlo algorithm for the direct simulation of Boltzmann equation.
Pouyan JahangiriAmir NejatJila SamadiAli AboutalebiPublished in: J. Comput. Phys. (2012)
Keyphrases
- monte carlo
- high order
- simulation study
- importance sampling
- matrix inversion
- higher order
- monte carlo simulation
- optimal solution
- learning algorithm
- computational cost
- computational complexity
- dynamic programming
- stochastic approximation
- mathematical model
- monte carlo method
- monte carlo tree search
- objective function
- particle filter
- markov chain
- convergence rate
- game tree
- expectation maximization
- global illumination
- policy evaluation
- monte carlo methods
- pairwise
- point processes