A Green's function Monte Carlo algorithm for the Helmholtz equation subject to Neumann and mixed boundary conditions: Validation with an 1D benchmark problem.
Kausik ChatterjeeAkshay AnantapadmanabhanPublished in: Monte Carlo Methods Appl. (2012)
Keyphrases
- monte carlo
- boundary conditions
- matrix inversion
- monte carlo simulation
- importance sampling
- dynamic programming
- computational cost
- spline interpolation
- optimal solution
- objective function
- stochastic approximation
- shape from shading
- expectation maximization
- particle filter
- search space
- computational complexity
- learning algorithm
- markovian decision
- monte carlo tree search