On a two-level multigrid solution method for finite Markov chains

DOI10.1016/0024-3795(95)00166-OMaRDI QIDQ1894507zbMATH OpenOpenAlexFDO

Authors Udo R. Krieger

Publication date 18 February 1996

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(95)00166-o

zbMATH Keywords

error analysishomogeneous Markov chainalgebraic multigrid schemeiterative aggregation-disaggregation technique

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

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Cited in

(19)

• Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
• On the Convergence of a Class of Multilevel Methods for Large Sparse Markov Chains
• Top-level acceleration of adaptive algebraic multilevel methods for steady-state solution to Markov chains
• Algebraic multigrid for Markov chains
• Alternating two-stage methods for consistent linear systems with applications to the parallel solution of Markov chains
• A multi-cluster time aggregation approach for Markov chains
• Multigrid methods combined with low-rank approximation for tensor-structured Markov chains
• A bootstrap algebraic multilevel method for Markov chains
• Fourier analysis of the aggregation based algebraic multigrid for stochastic matrices
• Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method
• Multigrid methods for tensor structured Markov chains with low rank approximation
• Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
• On-the-Fly Adaptive Smoothed Aggregation Multigrid for Markov Chains
• Fast multilevel methods for Markov chains.
• Exploiting the Toeplitz structure in certain queueing problems
• scientific article; zbMATH DE number 1226277 (Why is no real title available?)
• Square and stretch multigrid for stochastic matrix eigenproblems
• A cost-effective smoothed multigrid with modified neighborhood-based aggregation for Markov chains
• Aggregation Methods for Computing Steady States in Statistical Physics

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