In this paper we deal with performance analysis of Monte Carlo algorithm for large linear algebra problems. We consider applicability and efficiency of the Markov chain Monte Carlo...
Ivan Dimov, Vassil N. Alexandrov, Rumyana Papanche...
In this paper we analyze a quasi-Monte Carlo method for solving systems of linear algebraic equations. It is well known that the convergence of Monte Carlo methods for numerical in...
The problem of solving sparse Systems of Linear Algebraic Equations (SLAE) by parallel Monte Carlo numerical methods is considered. The almost optimal Monte Carlo algorithms are pr...
Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for d...
Simon Branford, Cihan Sahin, Ashish Thandavan, Chr...
We propose a method for efficient solution of elliptic problems with multiscale features and randomly perturbed coefficients. We use the multiscale finite element method (MsFEM) as...