Fast multilevel methods for Markov chains
From MaRDI portal
Publication:4897512
DOI10.1002/nla.800zbMath1265.65009MaRDI QIDQ4897512
Eran Treister, Killian Miller, Hans De Sterck, Irad Yavneh
Publication date: 19 December 2012
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.800
random walks; Markov chain; multigrid; iteration scheme; queuing networks; stationary probability vector; multi-level aggregation; over-correction
60J22: Computational methods in Markov chains
65C40: Numerical analysis or methods applied to Markov chains
Related Items
Algebraic multigrid methods, Multi-scale metastable dynamics and the asymptotic stationary distribution of perturbed Markov chains, Algebraic Two-Level Convergence Theory for Singular Systems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A multilevel method with overcorrection by aggregation for solving discrete elliptic problems
- Residual scaling techniques in multigrid. I: Equivalence proof
- Residual scaling techniques in multigrid. II: Practical applications
- Acceleration by aggregation of successive approximation methods
- A local convergence proof for the iterative aggregation method
- A modification of the two-level algorithm with overcorrection
- Minimal residual smoothing in multi-level iterative method
- Algebraic Schwarz methods for the numerical solution of Markov chains
- Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
- On a two-level multigrid solution method for finite Markov chains
- Towards algebraic multigrid for elliptic problems of second order
- Multilevel Solutions for Structured Markov Chains
- Towards Adaptive Smoothed Aggregation ($\alpha$SA) for Nonsymmetric Problems
- Smoothed Aggregation Multigrid for Markov Chains
- Algebraic Multigrid for Markov Chains
- Square and stretch multigrid for stochastic matrix eigenproblems
- Performance of algebraic multigrid methods for non-symmetric matrices arising in particle methods
- On-the-Fly Adaptive Smoothed Aggregation Multigrid for Markov Chains
- Recursively Accelerated Multilevel Aggregation for Markov Chains
- Multilevel Adaptive Aggregation for Markov Chains, with Application to Web Ranking
- Regenerative Analysis and Steady State Distributions for Markov Chains
- Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
- Iterative aggregation/disaggregation techniques for nearly uncoupled markov chains
- Aggregation/Disaggregation Methods for Computing the Stationary Distribution of a Markov Chain
- Numerical Methods in Markov Chain Modeling
- A Multigrid Tutorial, Second Edition
- Comparison of Partitioning Techniques for Two-Level Iterative Solvers on Large, Sparse Markov Chains
- Accelerated Multigrid Convergence and High-Reynolds Recirculating Flows
- Adaptive Smoothed Aggregation ($\alpha$SA) Multigrid
- Adaptive Algebraic Multigrid
- Aggregation of Variables in Dynamic Systems
