Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method

DOI10.1515/MCMA.2009.015zbMath1180.65007MaRDI QIDQ3654439

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Publication date: 6 January 2010

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2009.015

zbMATH Keywords

comparison of methods; numerical examples; boundary integral equation; Markov chain; Laplace equation; Monte Carlo algorithms; stochastic algorithms; matrix-vector product; random sparsification; randomization of iterative methods; sampling with and without replacement; matrix iterations; large systems of linear algebraic equations; Neumann-Ulam method; standard isotropic random walk on boundary process

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60G50: Sums of independent random variables; random walks

65C40: Numerical analysis or methods applied to Markov chains

35J05: Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation

65N38: Boundary element methods for boundary value problems involving PDEs

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Cites Work

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