Adaptive Monte Carlo methods for matrix equations with applications

Journal of Computational and Applied Mathematics

Volumn 231, Issue 2, 2009, Pages 705-714

  Lai, Yongzeng ^a  

^a WILFRID LAURIER UNIVERSITY   (Canada)

Author keywords

Adaptive Monte Carlo simulation methods; Integral equations; Matrix equation problems; Random walks

Indexed keywords

ADAPTIVE IMPORTANCE SAMPLING METHOD; ADAPTIVE MONTE CARLO SIMULATION METHODS; AVERAGE ABSOLUTE ERROR; COEFFICIENT MATRIX; DISCRETIZATION; EMPIRICAL STUDIES; MATRIX; MATRIX EQUATION PROBLEMS; MATRIX EQUATIONS; NODAL POINTS; NUMERICAL SOLUTION; NUMERICAL TESTS; PHASE SPACES; PSEUDORANDOM SEQUENCES; RANDOM WALK; RANDOM WALKS; RELATIVE ERRORS; SEQUENTIAL SAMPLING;

CONCRETE BRIDGES; INTEGRAL EQUATIONS; PHASE SPACE METHODS; RANDOM ERRORS; SIGNAL FILTERING AND PREDICTION; SYSTEMS ENGINEERING;

MONTE CARLO METHODS;

EID: 67949097329     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2009.04.008     Document Type: Article

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