A new iterative Monte Carlo approach for inverse matrix problem
Journal of Computational and Applied Mathematics
Simulation and the Monte Carlo Method
Simulation and the Monte Carlo Method
Parallel and Distributed Computation: Numerical Methods
Parallel and Distributed Computation: Numerical Methods
PLFG: A Highly Scalable Parallel Pseudo-random Number Generator for Monte Carlo Simulations
HPCN Europe 2000 Proceedings of the 8th International Conference on High-Performance Computing and Networking
Antithetic Monte Carlo Linear Solver
ICCS '02 Proceedings of the International Conference on Computational Science-Part II
Efficient Monte Carlo Linear Solver with Chain Reduction and Optimization Using PLFG
HPCN Europe 2001 Proceedings of the 9th International Conference on High-Performance Computing and Networking
A Monte Carlo method for solving unsteady adjoint equations
Journal of Computational Physics
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The problem of solving systems of linear algebraic equations by parallel Monte Carlo numerical methods is considered. A parallel Monte Carlo method with relaxation is presented. This is a report of a research in progress, showing the effectiveness of this algorithm. Theoretical justification of this algorithm and numerical experiments are presented. The algorithms were implemented on a cluster of workstations using MPI.