Browsing Waterloo Research by Subject "Monte Carlo integration"
Now showing items 1-3 of 3
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A Monte Carlo Method for Fluid Simulation
(Association for Computing Machinery, 2022-12)We present a novel Monte Carlo-based fluid simulation approach capable of pointwise and stochastic estimation of fluid motion. Drawing on the Feynman-Kac representation of the vorticity transport equation, we propose a ... -
A Monte Carlo Method for Fluid Simulation
(Association for Computing Machinery, 2022-12)We present a novel Monte Carlo-based fluid simulation approach capable of pointwise and stochastic estimation of fluid motion. Drawing on the Feynman-Kac representation of the vorticity transport equation, we propose a ... -
Regression-based Monte Carlo Integration
(Association for Computing Machinery, 2022-07)Monte Carlo integration is typically interpreted as an estimator of the expected value using stochastic samples. There exists an alternative interpretation in calculus where Monte Carlo integration can be seen as estimating ...