A probabilistic linear solver based on a multilevel Monte Carlo Method
We describe a new Monte Carlo method based on a multilevel method for computing the action of the resolvent matrix over a vector. The method is based on the numerical evaluation of the Laplace transform of the matrix exponential, which is computed efficiently using a multilevel Monte Carlo method. E...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2020
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| Texto completo: | http://hdl.handle.net/10071/20389 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/20389 |