Random-walk interpretations of classical iteration methods (Q1805214): Difference between revisions
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Latest revision as of 13:21, 23 May 2024
scientific article
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English | Random-walk interpretations of classical iteration methods |
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Random-walk interpretations of classical iteration methods (English)
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12 June 1995
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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.
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random-walk interpretations
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Jacobi method
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Gauss-Seidel standard ordering
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probabilistic interpretations
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Gauss-Seidel iteration methods
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discrete Laplacian operators
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convergence rates
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relaxation methods
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Gauss-Seidel red-black ordering
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five-point Laplacian
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nine-point Laplacian
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underrelaxation
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