Monte Carlo Method for PDEs - Part 1: Introduction and Markov Chain

preview_player
Показать описание
Dr. Jafar Ghazanfarian
Associate Professor of Mechanical Engineering
@VideoLecturesZNU,
  1. Dr. Jafar Ghazanfarian
Рекомендации по теме
Monte Carlo Method 0:06:58

Monte Carlo Method for PDEs - Part 1: Introduction and Markov Chain

Monte Carlo Method 0:07:42

Monte Carlo Method for PDEs - Part 9: other Boundary Conditions

Monte Carlo Method 0:09:04

Monte Carlo Method for PDEs - Part 6: Parabolic PDEs, Step 1

Monte Carlo Method 0:07:41

Monte Carlo Method for PDEs - Part 4: 2nd and 3rd Steps

Monte Carlo Method 0:11:01

Monte Carlo Method for PDEs - Part 5: An illustrative Example

Monte Carlo Method 0:08:57

Monte Carlo Method for PDEs - Part 3: First Step

Monte Carlo Geometry 0:52:04

Monte Carlo Geometry Processing

Monte Carlo Method 0:09:51

Monte Carlo Method for PDEs - Part 8: Inhomogeneous PDEs

Monte Carlo Method 0:11:00

Monte Carlo Method for PDEs - Part 7: Parabolic PDEs, Steps 2 and 3

Monte Carlo Method 0:06:38

Monte Carlo Method for PDEs - Part 11: Concluding Remarks

A Differential Monte 0:02:19

A Differential Monte Carlo Solver For the Poisson Equation | NVIDIA Research

Monte Carlo Method 0:10:21

Monte Carlo Method for PDEs - Part 2: Random Walk and Advantages

Monte Carlo Method 0:09:55

Monte Carlo Method for PDEs - Part 10: Variable-step Random Walk

The Monte Carlo 0:16:01

The Monte Carlo Method

[SIGGRAPH Asia '23] 0:00:40

[SIGGRAPH Asia '23] Neural Caches for Monte Carlo Partial Differential Equation Solver - FastFo...

Plamen Turkedjiev: Least 1:46:25

Plamen Turkedjiev: Least squares regression Monte Carlo for approximating BSDES and semilinear PDES

Josef Dick - 0:34:52

Josef Dick - Multi-Index Monte Carlo methods for PDEs with random coefficients

Monte Carlo Geometry 0:01:52

Monte Carlo Geometry Processing Demo

Walk on Stars: 0:33:04

Walk on Stars: A Grid-Free Monte Carlo Method for PDEs with Neumann Boundary Conditions

Prof. David Pardo 0:31:56

Prof. David Pardo | A Deep Ritz method with r-adaptivity for solving Partial Differential Equations

Robert Scheichl: MLMC 1:03:39

Robert Scheichl: MLMC methods for UQ

Grid Free Monte 0:17:06

Grid Free Monte Carlo for PDEs with Spatially Varying Coefficients Siggraph

Monte Carlo Geometry 0:20:01

Monte Carlo Geometry Processing

Rare Event Simulation: 0:49:53

Rare Event Simulation: Least-Squares Monte Carlo Method vs Deep Learning Based Shooting Method

Комментарии
Автор

The best explanation I’ve ever seen. Teaching is a rare talent that only a few people in the world possess. Congratulations, Dr. Ghazanfarian!

OmidAyande
Автор

Very nice videos. Can you provide any book for reference?

asudhirk