A new Monte Carlo method for solving systems of linear algebraic equations

Author(s):

Behrouz Fathi Vajargah , Zeinab Hassanzadeh *

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

In this paper, we firstly study the employing of the Monte Carlo method for solving system of linear algebraic equations and then analyze on convergence of this method. We propound new results related to the convergence of the Monte Carlo method. Additionally, we introduce a new Monte Carlo algorithm with effective techniques. Finally, we compare the efficiency of new Monte Carlo algorithm with its old version in the numerical experiments.

Keywords:

System of linear algebraic equations , Monte Carlo method , Transition probability matrix , Spectral radius , Ergodic Markov chain

Language:
English
Published:
Computational Methods for Differential Equations, Volume:9 Issue: 1, Winter 2021
Pages:
159 to 179
https://www.magiran.com/p2232582