Zobrazeno 1 - 10
of 86
pro vyhledávání: '"Acebrón, Juan"'
Sensitivity analysis of fractional linear systems based on random walks with negligible memory usage
A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system parameters. Such
Externí odkaz:
http://arxiv.org/abs/2408.04351
Publikováno v:
J. Comput. Phys. 230 (2011) 7891-7909
A probabilistic representation for initial value semilinear parabolic problems based on generalized random trees has been derived. Two different strategies have been proposed, both requiring generating suitable random trees combined with a Pade appro
Externí odkaz:
http://arxiv.org/abs/2402.06491
The Kaczmarz algorithm is an iterative technique designed to solve consistent linear systems of equations. It falls within the category of row-action methods, focusing on handling one equation per iteration. This characteristic makes it especially us
Externí odkaz:
http://arxiv.org/abs/2401.17474
The Kaczmarz algorithm is an iterative method that solves linear systems of equations. It stands out among iterative algorithms when dealing with large systems for two reasons. First, at each iteration, the Kaczmarz algorithm uses a single equation,
Externí odkaz:
http://arxiv.org/abs/2401.02842
Publikováno v:
J Sci Comput 99, 41 (2024).
We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods, which only wo
Externí odkaz:
http://arxiv.org/abs/2308.01037
Publikováno v:
Computers & Mathematics with Applications, Volume 159, 1 April 2024, Pages 240-253
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the ensuing system
Externí odkaz:
http://arxiv.org/abs/2303.15458
Publikováno v:
Computers and Mathematics with Applications, 146, 294-308 (2023)
State of the art domain decomposition algorithms for large-scale boundary value problems (with $M\gg 1$ degrees of freedom) suffer from bounded strong scalability because they involve the synchronisation and communication of workers inherent to itera
Externí odkaz:
http://arxiv.org/abs/2301.05780
Publikováno v:
In Computers and Mathematics with Applications 1 April 2024 159:240-253
Autor:
Acebron, Juan A.
A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a given continu
Externí odkaz:
http://arxiv.org/abs/1904.12759
A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths which evol
Externí odkaz:
http://arxiv.org/abs/1904.12754