A probabilistic linear solver based on a multilevel Monte Carlo method
From MaRDI portal
Publication:2302414
DOI10.1007/s10915-020-01168-2OpenAlexW3007944264MaRDI QIDQ2302414
Publication date: 26 February 2020
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10071/20389
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Monte Carlo synthetic-acceleration method for solving the thermal radiation diffusion equation
- A new iterative Monte Carlo approach for inverse matrix problem
- Error bounds for exponential operator splittings
- Ranking hubs and authorities using matrix functions
- A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method
- A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations
- A Monte Carlo method for computing the action of a matrix exponential on a vector
- A new status index derived from sociometric analysis
- An introduction to multilevel Monte Carlo for option valuation
- Convergence Analysis of Markov Chain Monte Carlo Linear Solvers Using Ulam--von Neumann Algorithm
- Computing matrix functions
- Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics
- Multilevel Monte Carlo Methods
- Multilevel Monte Carlo Path Simulation
- Analysis of Monte Carlo accelerated iterative methods for sparse linear systems
- Monte Carlo Methods for Applied Scientists
- Functions of Matrices
- Solving Linear Equations by Monte Carlo Simulation
- Partial Differential Equations
- Parallel resolvent Monte Carlo algorithms for linear algebra problems