Combining randomized and deterministic iterative algorithms for high accuracy solution of large linear systems and boundary integral equations Full article
| Journal |
Monte Carlo Methods and Applications
ISSN: 0929-9629 , E-ISSN: 1569-3961 |
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| Output data | Year: 2025, Volume: 31, Number: 2, Pages: 145-162 Pages count : 18 DOI: 10.1515/mcma-2025-2008 | ||||
| Tags | Boundary integral equations; randomized algorithm; scalar product calculation; large system of linear equations; matrix iterations; iterative refinement; Laplace equation | ||||
| Authors |
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| Affiliations |
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Funding (1)
| 1 | Russian Science Foundation | 24-11-00107 |
Abstract:
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.
Cite:
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
Dates:
| Submitted: | Dec 31, 2024 |
| Accepted: | Mar 16, 2025 |
| Published online: | Mar 28, 2025 |
| Published print: | Jun 1, 2025 |
Identifiers:
| Web of science: | WOS:001454845700001 |
| Scopus: | 2-s2.0-105001646347 |
| Elibrary: | 82262289 |
| OpenAlex: | W4408919591 |