A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method
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 evolve through the indices of the matrix according to...
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| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2020
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10071/20398 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/20398 |