Random-walk interpretations of classical iteration methods (Q1805214): Difference between revisions
From MaRDI portal
Latest revision as of 13:21, 23 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Random-walk interpretations of classical iteration methods |
scientific article |
Statements
Random-walk interpretations of classical iteration methods (English)
0 references
12 June 1995
0 references
Simple probabilistic interpretations of classical Jacobi and Gauss-Seidel iteration methods for discrete Laplacian operators are given. The probability background is illustrated on three examples. The random-walk interpretation is discussed to compare convergence rates of different relaxation methods (Gauss-Seidel standard ordering, Gauss-Seidel red- black ordering, \(2 \times 2\) block Jacobi, \(2 \times 2\) block Gauss- Seidel standard ordering) for the five-point Laplacian. The procedure is extended for the nine-point Laplacian. The underrelaxation technique is discussed.
0 references
random-walk interpretations
0 references
Jacobi method
0 references
Gauss-Seidel standard ordering
0 references
probabilistic interpretations
0 references
Gauss-Seidel iteration methods
0 references
discrete Laplacian operators
0 references
convergence rates
0 references
relaxation methods
0 references
Gauss-Seidel red-black ordering
0 references
five-point Laplacian
0 references
nine-point Laplacian
0 references
underrelaxation
0 references