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...
The problem of evaluating the dominant eigenvalue of real matrices using Monte Carlo numerical methods is considered. Three almost optimal Monte Carlo algorithms are presented:
Ivan Dimov, Vassil N. Alexandrov, Aneta Karaivanov...
In this paper we present error and performance analysis of a Monte Carlo variance reduction method for solving multidimensional integrals and integral equations. This method, calle...