PROCEDIA
2010
13 years 3 months ago
2010
We consider the numerical computation of stationary distributions for level dependent quasi-birth-and-death processes. An algorithm based on matrix continued fractions is presente...
MCS
2007
Springer
13 years 4 months ago
2007
Springer
We describe a Monte Carlo method for the numerical computation of the principal eigenvalue of the Laplace operator in a bounded domain with Dirichlet conditions. It is based on th...
JNS
2008
13 years 4 months ago
2008
The bifurcation theory and numerics of periodic orbits of general dynamical systems is well developed, and in recent years there has been rapid progress in the development of a bi...