Parallel hybrid Monte Carlo algorithms for matrix computations

DOI10.1007/11428862_102MaRDI QIDQ5709602zbMATH OpenOpenAlexFDO

Authors V. N. Alexandrov, Emanouil Atanassov, I. Dimov, Simon Branford, Ashish Thandavan, Christian Weihrauch

Publication date 30 November 2005

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/b136575

zbMATH Keywords

Grid ComputingMarkov ChainMatrix InversionMonte Carlo MethodSolution of System of Linear Equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10) Parallel numerical computation (65Y05) Numerical algorithms for specific classes of architectures (65Y10)

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(17)

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• Parallelization of a dynamic Monte Carlo algorithm: A partially rejection-free conservative approach
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• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
• Efficient Monte Carlo algorithms for inverting matrices arising in mixed finite element approximation
• On Monte Carlo and quasi-Monte Carlo for matrix computations
• scientific article; zbMATH DE number 697778 (Why is no real title available?)
• Parallel computations of eigenvalues based on a Monte Carlo approach
• Monte Carlo on parallel and vector computers
• Hybrid Monte Carlo methods for matrix computation
• Mixed Monte Carlo parallel algorithms for matrix computation
• Some parallel Monte Carlo algorithms
• A new Monte Carlo method for solving system of linear algebraic equations
• Multiway Monte Carlo method for linear systems
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• A massively parallel implementation of multilevel Monte Carlo for finite element models

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