شماره ركورد كنفرانس
3860
عنوان مقاله
On the convergence of Monte Carlo method to solve system of linear algebraic equations
پديدآورندگان
Fathi-Vajargah Behrouz fathi@guilan.ac.ir University of Guilan , Hassanzadeh Zeinab behrouz.fathi@gmail.com University of Guilan
تعداد صفحه
7
كليدواژه
System of linear algebraic equations , Markov chain Monte Carlo , Convergence analysis , Transition probability matrix
سال انتشار
1396
عنوان كنفرانس
دومين كنفرانس ملي محاسبات نرم
زبان مدرك
انگليسي
چكيده فارسي
In this study, after reviewing the Monte Carlo method for solving system of linear algebraic equations and convergence theorems, we discuss more the convergence of the Monte Carlo method using the Ulam-von Neumann
algorithm related to selection the transition probability matrix. Moreover we investigate the convergence conditions
in the special cases of the introduced transition probability matrix. Finally, we represent numerical results to illustrate
the efficiency of the theoretical results
كشور
ايران
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