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NAA
2000
Springer
88views Mathematics» more  NAA 2000»
13 years 8 months ago
Schwarz Methods for Convection-Diffusion Problems
Abstract. Various variants of Schwarz methods for a singularly perturbed two dimensional stationary convection-diffusion problem are constructed and analysed. The iteration counts,...
H. MacMullen, Eugene O'Riordan, Grigorii I. Shishk...
NAA
2000
Springer
131views Mathematics» more  NAA 2000»
13 years 8 months ago
Parallel Monte Carlo Methods for Derivative Security Pricing
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
Giorgio Pauletto
NAA
2000
Springer
104views Mathematics» more  NAA 2000»
13 years 8 months ago
A Grid Free Monte Carlo Algorithm for Solving Elliptic Boundary Value Problems
In this work a grid free Monte Carlo algorithm for solving elliptic boundary value problems is investigated. The proposed Monte Carlo approach leads to a random process called a ba...
Todor V. Gurov, Paula A. Whitlock, Ivan Dimov
NAA
2004
Springer
117views Mathematics» more  NAA 2004»
13 years 10 months ago
Parallel Performance of a 3D Elliptic Solver
It was recently shown that block-circulant preconditioners applied to a conjugate gradient method used to solve structured sparse linear systems arising from 2D or 3D elliptic prob...
Ivan Lirkov
NAA
2000
Springer
125views Mathematics» more  NAA 2000»
13 years 8 months ago
Matrix Computations Using Quasirandom Sequences
Abstract. The convergence of Monte Carlo method for numerical integration can often be improved by replacing pseudorandom numbers (PRNs) with more uniformly distributed numbers kno...
Michael Mascagni, Aneta Karaivanova