Abstract. Various variants of Schwarz methods for a singularly perturbed two dimensional stationary convection-diffusion problem are constructed and analysed. The iteration counts,...
H. MacMullen, Eugene O'Riordan, Grigorii I. Shishk...
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
In this work a grid free Monte Carlo algorithm for solving elliptic boundary value problems is investigated. The proposed Monte Carlo approach leads to a random process called a ba...
It was recently shown that block-circulant preconditioners applied to a conjugate gradient method used to solve structured sparse linear systems arising from 2D or 3D elliptic prob...
Abstract. The convergence of Monte Carlo method for numerical integration can often be improved by replacing pseudorandom numbers (PRNs) with more uniformly distributed numbers kno...