About one Monte Carlo method for solving linear equations

Y. R. Rubinstein; J. Kreimer

doi:10.1016/0378-4754(83)90052-6

About one Monte Carlo method for solving linear equations

Y. R. Rubinstein, J. Kreimer

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

A Monte Carlo Method for solving linear and integral equations based on simulating one realization of an ergodic Markov chain is proposed. The efficiency of the proposed method is discussed.

Original language	English
Pages (from-to)	321-334
Number of pages	14
Journal	Mathematics and Computers in Simulation
Volume	25
Issue number	4
DOIs	https://doi.org/10.1016/0378-4754(83)90052-6
State	Published - 1 Jan 1983
Externally published	Yes

ASJC Scopus subject areas

Theoretical Computer Science
General Computer Science
Numerical Analysis
Modeling and Simulation
Applied Mathematics

Access to Document

10.1016/0378-4754(83)90052-6

Cite this

@article{ed6dd7bbefca49ddae92cc459191bb89,

title = "About one Monte Carlo method for solving linear equations",

abstract = "A Monte Carlo Method for solving linear and integral equations based on simulating one realization of an ergodic Markov chain is proposed. The efficiency of the proposed method is discussed.",

author = "Rubinstein, {Y. R.} and J. Kreimer",

year = "1983",

month = jan,

day = "1",

doi = "10.1016/0378-4754(83)90052-6",

language = "English",

volume = "25",

pages = "321--334",

journal = "Mathematics and Computers in Simulation",

issn = "0378-4754",

publisher = "Elsevier B.V.",

number = "4",

}

TY - JOUR

T1 - About one Monte Carlo method for solving linear equations

AU - Rubinstein, Y. R.

AU - Kreimer, J.

PY - 1983/1/1

Y1 - 1983/1/1

N2 - A Monte Carlo Method for solving linear and integral equations based on simulating one realization of an ergodic Markov chain is proposed. The efficiency of the proposed method is discussed.

AB - A Monte Carlo Method for solving linear and integral equations based on simulating one realization of an ergodic Markov chain is proposed. The efficiency of the proposed method is discussed.

UR - http://www.scopus.com/inward/record.url?scp=0020804785&partnerID=8YFLogxK

U2 - 10.1016/0378-4754(83)90052-6

DO - 10.1016/0378-4754(83)90052-6

M3 - Article

AN - SCOPUS:0020804785

SN - 0378-4754

VL - 25

SP - 321

EP - 334

JO - Mathematics and Computers in Simulation

JF - Mathematics and Computers in Simulation

IS - 4

ER -

About one Monte Carlo method for solving linear equations

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this