Random-walk interpretations of classical iteration methods
Publication:1805214
DOI10.1016/0024-3795(93)00101-5zbMath0821.65014OpenAlexW1982863946MaRDI QIDQ1805214
Neal Madras, Jonathan B. Goodman
Publication date: 12 June 1995
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(93)00101-5
convergence ratesJacobi methodprobabilistic interpretationsrelaxation methodsunderrelaxationdiscrete Laplacian operatorsfive-point LaplacianGauss-Seidel iteration methodsGauss-Seidel red-black orderingGauss-Seidel standard orderingnine-point Laplacianrandom-walk interpretations
Iterative numerical methods for linear systems (65F10) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06)
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