Combining randomized and deterministic iterative algorithms for high accuracy solution of large linear systems and boundary integral equations Научная публикация
| Журнал |
Monte Carlo Methods and Applications
ISSN: 0929-9629 , E-ISSN: 1569-3961 |
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| Вых. Данные | Год: 2025, Том: 31, Номер: 2, Страницы: 145-162 Страниц : 18 DOI: 10.1515/mcma-2025-2008 | ||||
| Ключевые слова | Boundary integral equations; randomized algorithm; scalar product calculation; large system of linear equations; matrix iterations; iterative refinement; Laplace equation | ||||
| Авторы |
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| Организации |
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Информация о финансировании (1)
| 1 | Российский научный фонд | 24-11-00107 |
Реферат:
This article continues the research on combined stochastic-deterministic iterative algorithms for solving large system of linear algebraic equations we developed in our previous study [K. K. Sabelfeld and G. Agarkov, Randomized vector algorithm with iterative refinement for solving boundary integral equations, Monte Carlo Methods Appl. 30 2024, 4, 375–388]. In this paper we focus on two issues: Variance reduction and extension of randomized algorithms by combining them with Krylov type iterative methods like the method of conjugate gradients, the conjugate residual method, and Craig’s method. The developed randomized algorithms are applied to boundary integral equations for 2D and 3D Laplace equations.
Библиографическая ссылка:
Sabelfeld K.K.
, Agarkov G.
Combining randomized and deterministic iterative algorithms for high accuracy solution of large linear systems and boundary integral equations
Monte Carlo Methods and Applications. 2025. V.31. N2. P.145-162. DOI: 10.1515/mcma-2025-2008 WOS Scopus РИНЦ OpenAlex
Combining randomized and deterministic iterative algorithms for high accuracy solution of large linear systems and boundary integral equations
Monte Carlo Methods and Applications. 2025. V.31. N2. P.145-162. DOI: 10.1515/mcma-2025-2008 WOS Scopus РИНЦ OpenAlex
Даты:
| Поступила в редакцию: | 31 дек. 2024 г. |
| Принята к публикации: | 16 мар. 2025 г. |
| Опубликована online: | 28 мар. 2025 г. |
| Опубликована в печати: | 1 июн. 2025 г. |
Идентификаторы БД:
| Web of science: | WOS:001454845700001 |
| Scopus: | 2-s2.0-105001646347 |
| РИНЦ: | 82262289 |
| OpenAlex: | W4408919591 |