Tensor train versus Monte Carlo for the multicomponent Smoluchowski coagulation equation.
Sergey A. MatveevDmitry A. ZheltkovEugene E. TyrtyshnikovAlexander P. SmirnovPublished in: J. Comput. Phys. (2016)
Keyphrases
- monte carlo
- matrix inversion
- importance sampling
- markov chain
- high order
- higher order
- monte carlo simulation
- monte carlo methods
- stochastic approximation
- simulation study
- monte carlo method
- markovian decision
- temporal difference
- particle filter
- monte carlo tree search
- adaptive sampling
- variance reduction
- point processes
- global illumination
- least squares
- optimal strategy