Adaptive Monte Carlo methods for matrix equations with applications
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Publication:2271959
DOI10.1016/j.cam.2009.04.008zbMath1169.65003OpenAlexW2093506239MaRDI QIDQ2271959
Publication date: 5 August 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2009.04.008
numerical resultsrandom walksintegral equationsgeometric convergencematrix equationadaptive correlated sequential sampling methodadaptive Monte Carlo simulation methods
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Cites Work
- Sequential Monto Carlo techniques for the solution of linear systems
- Computational Methods for Integral Equations
- Approximation of Transport Equations by Matrix Equations and Sequential Sampling
- A Retrospective and Prospective Survey of the Monte Carlo Method
- “Monte Carlo” Methods for the Iteration of Linear Operators
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