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Reversible random number generation for adjoint Monte Carlo simulation of the heat equation.
Emil Løvbak
Frédéric Blondeel
Adam Lee
Lander Vanroye
Andreas Van Barel
Giovanni Samaey
Published in:
CoRR (2023)
Keyphrases
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monte carlo simulation
random number
heat equation
markov chain
steady state
monte carlo
pseudorandom
scale space
random walk
scale spaces
gaussian kernel
diffusion process
gaussian scale space
multiscale
image smoothing
heat kernel
partial differential equations
state space