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A Monte Carlo algorithm for solving systems of non-linear equations

✍ Scribed by Aleksander Jablonski


Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
349 KB
Volume
6
Category
Article
ISSN
0377-0427

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πŸ“œ SIMILAR VOLUMES


About one Monte Carlo method for solving
✍ Y.R. Rubinstein; J. Kreimer πŸ“‚ Article πŸ“… 1983 πŸ› Elsevier Science 🌐 English βš– 681 KB

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. ' The Markov chain need not be homogeneous; we are considering the homogeneous case for simplicity only.