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A new Monte Carlo method for solving systems of linear algebraic equations | ||
Computational Methods for Differential Equations | ||
مقاله 10، دوره 9، شماره 1، فروردین 2021، صفحه 159-179 اصل مقاله (183.15 K) | ||
نوع مقاله: Research Paper | ||
شناسه دیجیتال (DOI): 10.22034/cmde.2020.30640.1453 | ||
نویسندگان | ||
Behrouz Fathi-vajargah1؛ Zeinab Hassanzadeh* 2 | ||
1Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box: 41335-19141, Rasht, Iran | ||
2Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box: 41335-19141, Rasht, Iran | ||
چکیده | ||
In this paper, we firstly study the employing of the Monte Carlo method for solving system of linear algebraic equations and then analyze on convergence of this method. We propound new results related to the convergence of the Monte Carlo method. Additionally, we introduce a new Monte Carlo algorithm with effective techniques. Finally, we compare the efficiency of new Monte Carlo algorithm with its old version in the numerical experiments. | ||
کلیدواژهها | ||
System of linear algebraic equations؛ Monte Carlo method؛ Transition probability matrix؛ Spectral radius؛ Ergodic Markov chain | ||
آمار تعداد مشاهده مقاله: 554 تعداد دریافت فایل اصل مقاله: 547 |