An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems
The numerical approximation of boundary value problems by means of a probabilistic representations often has the drawback that the Monte Carlo estimate of the solution is substantially biased due to the presence of the domain boundary. We introduce a scheme, which we have called the leading-term Mon...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2016
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10071/10824 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/10824 |