6 search results - page 1 / 2 » Monte Carlo Numerical Treatment of Large Linear Algebra Prob... |
ICCS
2007
Springer
13 years 11 months ago
2007
Springer
In this paper we deal with performance analysis of Monte Carlo algorithm for large linear algebra problems. We consider applicability and efficiency of the Markov chain Monte Carlo...
LSSC
2001
Springer
13 years 9 months ago
2001
Springer
In this paper we analyze a quasi-Monte Carlo method for solving systems of linear algebraic equations. It is well known that the convergence of Monte Carlo methods for numerical in...
PVM
1999
Springer
13 years 9 months ago
1999
Springer
The problem of solving sparse Systems of Linear Algebraic Equations (SLAE) by parallel Monte Carlo numerical methods is considered. The almost optimal Monte Carlo algorithms are pr...
FGCS
2008
13 years 5 months ago
2008
Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for d...
MMAS
2010
Springer
12 years 11 months ago
2010
Springer
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...