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Todorov, Venelin; Dimov, Ivan; Georgieva, Rayna

Advanced biased stochastic approach for solving Fredholm integral equations. (English) Zbl 1522.65264

Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the workshop on computational optimization, WCO 2021. Cham: Springer. Stud. Comput. Intell. 1044, 349-371 (2022).

MSC: 65R20 45B05 65C05

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Gurova, Silvi-Maria; Karaivanova, Aneta

Monte Carlo method for estimating eigenvalues using error balancing. (English) Zbl 1489.65010

Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 13th international conference, LSSC 2021, Sozopol, Bulgaria, June 7–11, 2021. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13127, 447-455 (2022).

MSC: 65C05 65F15

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Todorov, Venelin; Ikonomov, Nikolay; Apostolov, Stoyan; Dimov, Ivan; Georgieva, Rayna; Dimitrov, Yuri

An improved “walk on equations” Monte Carlo algorithm for linear algebraic systems. (English) Zbl 1505.65167

Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the 9th international workshop on computational optimization, WCO, and numerical search and optimization, Poznan, Poland, September 9–12, 2018. Cham: Springer. Stud. Comput. Intell. 838, 215-236 (2020).

MSC: 65F10 65C05

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Acebrón, Juan A.; Herrero, José R.; Monteiro, José

A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method. (English) Zbl 1451.65056

Comput. Math. Appl. 79, No. 12, 3495-3515 (2020).

MSC: 65F60 65Y05 65C05

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Acebrón, Juan A.

A probabilistic linear solver based on a multilevel Monte Carlo method. (English) Zbl 1527.65001

J. Sci. Comput. 82, No. 3, Paper No. 65, 22 p. (2020).

MSC: 65C05 65F99 65Y05

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Wu, Tao; Gleich, David F.

Multiway Monte Carlo method for linear systems. (English) Zbl 1482.65017

SIAM J. Sci. Comput. 41, No. 6, A3449-A3475 (2019).

MSC: 65C40 65C05 65F50 65Y20 68Q25 68W40

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Hong, Zhimin; Wang, Yanjuan; Hao, Hui

Adaptive Monte Carlo methods for solving hyperbolic telegraph equation. (English) Zbl 1415.65007

J. Comput. Appl. Math. 345, 405-415 (2019).

MSC: 65C05 35L20 65F10 65F50 65M70

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Karban, Pavel; Kropík, Petr; Kotlan, Václav; Doležel, Ivo

Bayes approach to solving T.E.A.M. benchmark problems 22 and 25 and its comparison with other optimization techniques. (English) Zbl 1426.74248

Appl. Math. Comput. 319, 681-692 (2018).

MSC: 74P05 78A25 90C59 65K05

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Deaconu, Madalina; Herrmann, Samuel

Initial-boundary value problem for the heat equation – a stochastic algorithm. (English) Zbl 1397.35119

Ann. Appl. Probab. 28, No. 3, 1943-1976 (2018).

MSC: 35K20 65C05 60G42 60J22

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Lim, Lek-Heng; Weare, Jonathan

Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra. (English) Zbl 1371.65005

SIAM Rev. 59, No. 3, 547-587 (2017).

MSC: 65C05 65F10 65F15 65F60

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Dimov, Ivan; Maire, Sylvain; Sellier, Jean Michel

A new walk on equations Monte Carlo method for solving systems of linear algebraic equations. (English) Zbl 1443.65041

Appl. Math. Modelling 39, No. 15, 4494-4510 (2015).

MSC: 65F10 15A06 65C05

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Sellier, J. M.; Nedjalkov, M.; Dimov, I.

An introduction to applied quantum mechanics in the Wigner Monte Carlo formalism. (English) Zbl 1357.81133

Phys. Rep. 577, 1-34 (2015).

MSC: 81S30 81V70

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Sellier, J. M.; Dimov, I.

On the simulation of indistinguishable fermions in the many-body Wigner formalism. (English) Zbl 1349.81200

J. Comput. Phys. 280, 287-294 (2015).

MSC: 81V35

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Farnoosh, Rahman; Aalaei, Mahboubeh; Ebrahimi, Morteza

Combined probabilistic algorithm for solving high dimensional problems. (English) Zbl 1317.65009

Stochastics 87, No. 1, 30-47 (2015).

MSC: 65C05 65F10 45B05

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Sellier, J. M.; Dimov, I.

A sensitivity study of the Wigner Monte Carlo method. (English) Zbl 1302.82061

J. Comput. Appl. Math. 277, 87-93 (2015).

MSC: 82B80 81S30 93B35 65C05

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Sellier, J. M.; Dimov, I.

The Wigner-Boltzmann Monte Carlo method applied to electron transport in the presence of a single dopant. (English) Zbl 1360.35134

Comput. Phys. Commun. 185, No. 10, 2427-2435 (2014).

MSC: 35Q20 65C05 82C70 82C10

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Sellier, J. M.; Dimov, I.

The many-body Wigner Monte Carlo method for time-dependent ab-initio quantum simulations. (English) Zbl 1351.82088

J. Comput. Phys. 273, 589-597 (2014).

MSC: 82C80 82C10 65C05 81P68

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Chatterjee, Kausik; Roadcap, John R.; Singh, Surendra

A new Green’s function Monte Carlo algorithm for the solution of the two-dimensional nonlinear Poisson-Boltzmann equation: application to the modeling of the communication breakdown problem in space vehicles during re-entry. (English) Zbl 1349.82073

J. Comput. Phys. 276, 479-485 (2014).

MSC: 82C80 65C05 76X05 82D10

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Sellier, J. M.; Dimov, I.

A Wigner Monte Carlo approach to density functional theory. (English) Zbl 1349.81132

J. Comput. Phys. 270, 265-277 (2014).

MSC: 81T10

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Yan, Zaizai; Li, Miaomiao; Yan, Yalu

An efficient non-rejective implementation of the \(\pi \mathrm{ps}\) sampling designs. (English) Zbl 1514.62955

J. Appl. Stat. 40, No. 4, 870-886 (2013).

MSC: 62-XX

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Mehrdoust, F.; Vajargah, B. Fathi; Radmoghaddam, E.

A robust and accurate quasi-Monte Carlo algorithm for estimating eigenvalue of homogeneous integral equations. (English) Zbl 1306.65293

ISRN Comput. Math. 2013, Article ID 891029, 6 p. (2013).

MSC: 65R20 62C05 45A05 45C05 11K38

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Atanassov, E.; Gurov, T.; Karaivanova, A.; Nedjalkov, M.; Vasileska, D.; Raleva, K.

Electron-phonon interaction in nanowires: a Monte Carlo study of the effect of the field. (English) Zbl 1211.82060

Math. Comput. Simul. 81, No. 3, 515-521 (2010).

Reviewer: Dominik Strzałka (Rzeszów)

MSC: 82D37 82C10 81V10 82B80

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Srinivasan, A.

Monte Carlo linear solvers with non-diagonal splitting. (English) Zbl 1190.65054

Math. Comput. Simul. 80, No. 6, 1133-1143 (2010).

MSC: 65F10 65C05

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Atanassov, Emanouil; Gurov, Todor; Karaivanova, Aneta

Ultra-fast semiconductor carrier transport simulation on the grid. (English) Zbl 1229.82157

Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 6th international conference, LSSC 2007, Sozopol, Bulgaria, June 5–9, 2007. Revised papers. Berlin: Springer (ISBN 978-3-540-78825-6/pbk). Lecture Notes in Computer Science 4818, 461-469 (2008).

MSC: 82D37 65C05 65Y05 68U20 82-04

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Ebrahimi, Morteza; Farnoosh, Rahman; Ebrahimi, Somayeh

Biological applications and numerical solution based on Monte Carlo method for a two-dimensional parabolic inverse problem. (English) Zbl 1167.65053

Appl. Math. Comput. 204, No. 1, 1-9 (2008).

MSC: 65M32 35R30 78A70 65M06 65C05

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Vajargah, Behrouz Fathi

A way to obtain Monte Carlo matrix inversion with minimal error. (English) Zbl 1193.65007

Appl. Math. Comput. 191, No. 1, 225-233 (2007).

MSC: 65C30

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Farnoosh, R.; Ebrahimi, M.

Monte Carlo method via a numerical algorithm to solve a parabolic problem. (English) Zbl 1124.65003

Appl. Math. Comput. 190, No. 2, 1593-1601 (2007).

Reviewer: Serghey G. Suvorov (Donetsk)

MSC: 65C05 65C40 65F50 35K05 65M06 65Y20 65F10

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Fathi Vajargah, Behrouz

Different stochastic algorithms to obtain matrix inversion. (English) Zbl 1122.65302

Appl. Math. Comput. 189, No. 2, 1841-1846 (2007).

MSC: 65C05 65F05

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Bishop, Marvin; Whitlock, Paula A.

Monte Carlo simulation of hard hyperspheres in six, seven and eight dimensions for low to moderate densities. (English) Zbl 1110.82026

J. Stat. Phys. 126, No. 2, 299-314 (2007).

MSC: 82B80 82B21

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Fathi Vajargah, Behrouz; Fathi Vajargah, Kianoush

Parallel Monte Carlo computations for solving SLAE with minimum communications. (English) Zbl 1105.65301

Appl. Math. Comput. 183, No. 1, 1-9 (2006).

MSC: 65C05 65Y05 68P30 15A06

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Gurov, T. V.; Whitlock, P. A.

An efficient backward Monte Carlo estimator for solving a quantum-kinetic equation with memory kernel. (English) Zbl 0998.82033

Math. Comput. Simul. 60, No. 1-2, 85-105 (2002).

MSC: 82C80 82-08

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Found 31 Documents (Results 1–31)

Advanced biased stochastic approach for solving Fredholm integral equations. (English) Zbl 1522.65264

Monte Carlo method for estimating eigenvalues using error balancing. (English) Zbl 1489.65010

An improved “walk on equations” Monte Carlo algorithm for linear algebraic systems. (English) Zbl 1505.65167

A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method. (English) Zbl 1451.65056

A probabilistic linear solver based on a multilevel Monte Carlo method. (English) Zbl 1527.65001

Multiway Monte Carlo method for linear systems. (English) Zbl 1482.65017

Adaptive Monte Carlo methods for solving hyperbolic telegraph equation. (English) Zbl 1415.65007

Bayes approach to solving T.E.A.M. benchmark problems 22 and 25 and its comparison with other optimization techniques. (English) Zbl 1426.74248

Initial-boundary value problem for the heat equation – a stochastic algorithm. (English) Zbl 1397.35119

Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra. (English) Zbl 1371.65005

A new walk on equations Monte Carlo method for solving systems of linear algebraic equations. (English) Zbl 1443.65041

An introduction to applied quantum mechanics in the Wigner Monte Carlo formalism. (English) Zbl 1357.81133

On the simulation of indistinguishable fermions in the many-body Wigner formalism. (English) Zbl 1349.81200

Combined probabilistic algorithm for solving high dimensional problems. (English) Zbl 1317.65009

A sensitivity study of the Wigner Monte Carlo method. (English) Zbl 1302.82061

The Wigner-Boltzmann Monte Carlo method applied to electron transport in the presence of a single dopant. (English) Zbl 1360.35134

The many-body Wigner Monte Carlo method for time-dependent ab-initio quantum simulations. (English) Zbl 1351.82088

A new Green’s function Monte Carlo algorithm for the solution of the two-dimensional nonlinear Poisson-Boltzmann equation: application to the modeling of the communication breakdown problem in space vehicles during re-entry. (English) Zbl 1349.82073

A Wigner Monte Carlo approach to density functional theory. (English) Zbl 1349.81132

An efficient non-rejective implementation of the \(\pi \mathrm{ps}\) sampling designs. (English) Zbl 1514.62955

A robust and accurate quasi-Monte Carlo algorithm for estimating eigenvalue of homogeneous integral equations. (English) Zbl 1306.65293

Electron-phonon interaction in nanowires: a Monte Carlo study of the effect of the field. (English) Zbl 1211.82060

Monte Carlo linear solvers with non-diagonal splitting. (English) Zbl 1190.65054

Ultra-fast semiconductor carrier transport simulation on the grid. (English) Zbl 1229.82157

Biological applications and numerical solution based on Monte Carlo method for a two-dimensional parabolic inverse problem. (English) Zbl 1167.65053

A way to obtain Monte Carlo matrix inversion with minimal error. (English) Zbl 1193.65007

Monte Carlo method via a numerical algorithm to solve a parabolic problem. (English) Zbl 1124.65003

Different stochastic algorithms to obtain matrix inversion. (English) Zbl 1122.65302

Monte Carlo simulation of hard hyperspheres in six, seven and eight dimensions for low to moderate densities. (English) Zbl 1110.82026

Parallel Monte Carlo computations for solving SLAE with minimum communications. (English) Zbl 1105.65301

An efficient backward Monte Carlo estimator for solving a quantum-kinetic equation with memory kernel. (English) Zbl 0998.82033

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