A Kinetic-Diffusion Asymptotic-Preserving Monte Carlo Algorithm for the Boltzmann-BGK Model in the Diffusive Scaling.
Bert MortierMartine BaelmansGiovanni SamaeyPublished in: SIAM J. Sci. Comput. (2022)
Keyphrases
- monte carlo
- monte carlo simulation
- simulation study
- monte carlo method
- importance sampling
- probabilistic model
- cost function
- matrix inversion
- markovian decision
- monte carlo methods
- diffusion model
- kalman filter
- objective function
- learning algorithm
- markov chain
- worst case
- posterior probability
- probability distribution
- monte carlo tree search
- em algorithm
- computational cost
- game tree
- point processes
- sampling algorithm
- dynamic programming
- optimal solution
- stochastic approximation
- machine learning