A Markov chain-based multi-elimination preconditioner for elliptic PDE problems.

Yu-Tse Chien Feng-Nan Hwang

Published in: J. Comput. Appl. Math. (2019)

Keyphrases

markov chain
steady state
monte carlo simulation
random walk
monte carlo
finite state
markov model
state space
stationary distribution
partial differential equations
stochastic process
markov process
transition probabilities
monte carlo method
transition matrix
numerical methods