Adaptive time-stepping Monte Carlo integration of Coulomb collisions.
K. SärkimäkiEero HirvijokiJ. Meyer-ter-VehnPublished in: Comput. Phys. Commun. (2018)
Keyphrases
- quasi monte carlo
- monte carlo
- adaptive sampling
- variance reduction
- monte carlo simulation
- importance sampling
- markov chain
- monte carlo methods
- simulation study
- monte carlo tree search
- markov chain monte carlo
- temporal difference
- monte carlo method
- stochastic approximation
- point processes
- optimal strategy
- confidence intervals
- global illumination
- computational cost
- markovian decision