Sequential Monte Carlo Techniques for Solving Non-Linear Systems

DOI10.1515/156939606777488879MaRDI QIDQ5487894zbMATH OpenOpenAlexFDO

Authors John H. Halton

Publication date 13 September 2006

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

Full work available at URL https://doi.org/10.1515/156939606777488879

zbMATH Keywords

large systems of nonlinear equationsNewtonian linearizationnumerical examples

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical computation of solutions to systems of equations (65H10)

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Cited in

(7)

• Sequential Monto Carlo techniques for the solution of linear systems
• Monte Carlo method for solving ODE systems
• A simulation-based approach to stochastic dynamic programming
• Sequential Monte Carlo for linear systems – a practical summary
• scientific article; zbMATH DE number 697764 (Why is no real title available?)
• Method of sequential mesh on Koopman-Darmois distributions
• Analysis of a sequential Monte Carlo method for optimization in dynamical systems

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