Adjoint-based Adaptive Multi-Level Monte Carlo for Differential Equations.
Jehanzeb H. ChaudhryZachary StevensPublished in: CoRR (2022)
Keyphrases
- monte carlo
- differential equations
- adaptive sampling
- dynamical systems
- monte carlo simulation
- importance sampling
- markov chain
- ordinary differential equations
- monte carlo methods
- numerical solution
- markovian decision
- monte carlo tree search
- matrix inversion
- numerical methods
- optimal control
- variance reduction
- particle filter
- point processes
- temporal difference
- stochastic approximation
- image compression
- denoising
- nonlinear differential equations
- wavelet transform