About one Monte Carlo method for solving linear equations
| Autor: | Y.R. Rubinstein, J. Kreimer |
|---|---|
| Rok vydání: | 1983 |
| Předmět: |
Numerical Analysis
Mathematical optimization General Computer Science Applied Mathematics Monte Carlo method Markov chain Monte Carlo Theoretical Computer Science Hybrid Monte Carlo symbols.namesake Modeling and Simulation symbols Dynamic Monte Carlo method Applied mathematics Monte Carlo method in statistical physics Monte Carlo integration Quasi-Monte Carlo method Mathematics Monte Carlo molecular modeling |
| Zdroj: | Mathematics and Computers in Simulation. 25:321-334 |
| ISSN: | 0378-4754 |
| Popis: | A Monte Carlo Method for solving linear and integral equations based on simulating one realization of an ergodic Markov chain is proposed. The efficiency of the proposed method is discussed. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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