240 search results - page 8 / 48 » On the numerical solution to linear problems using stochasti... |
SIAMJO
2002
14 years 9 months ago
2002
A linear program has a unique least 2-norm solution provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve cer...
PVM
1999
Springer
15 years 1 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...
SIAMSC
2011
14 years 4 months ago
2011
In this paper we describe a general framework for deriving modified equations for stochastic differential equations with respect to weak convergence. Modified equations are deri...
TPDS
2008
14 years 9 months ago
2008
: The STI CELL processor introduces pioneering solutions in processor architecture. At the same time it presents new challenges for the development of numerical algorithms. One is ...
SIAMSC
2008
14 years 9 months ago
2008
Asymptotic linear stability is studied for stochastic differential equations (SDEs) that incorporate Poisson-driven jumps and their numerical simulation using Eulertype discretisa...