We propose a method for efficient solution of elliptic problems with multiscale features and randomly perturbed coefficients. We use the multiscale finite element method (MsFEM) as...
An algorithm that remains in use at the core of many partitioning systems is the Kernighan-Lin algorithm and a variant the Fidducia-Matheysses (FM) algorithm. To understand the FM...
Wray L. Buntine, Lixin Su, A. Richard Newton, Andr...
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
A method of rare event simulation, termed here quantum simulation, and known also (with some variations) as population Monte Carlo, and Sequential Markov Chain simulation, is appli...
Abstract. Self-localization in dynamic environments is a central problem in mobile robotics and is well studied in the literature. One of the most popular methods is the Monte Carl...
Andreas Strack, Alexander Ferrein, Gerhard Lakemey...