The Monte Carlo method is inherently parallel and the extensive and rapid development in
parallel computers, computational clusters and grids has resulted in renewed and …

A new approach of iterative Monte Carlo algorithms for the well-known inverse matrix
problem is presented and studied. The algorithms are based on a special techniques of …

A new numerical approach for locating the source and quantifying its power is presented
and studied. The proposed method may also be helpful when dealing with other transport …

Three Monte Carlo methods for matrix inversion (MI) and finding a solution vector of a
system of linear algebraic equations (SLAE) are considered: with absorption, without …

In this paper a second degree iterative Monte Carlo method for solving systems of linear
algebraic equations and matrix inversion is presented. Comparisons are made with iterative …

In this paper we analyse applicability and robustness of Markov chain Monte Carlo
algorithms for eigenvalue problems. We restrict our consideration to real symmetric matrices …

Monte Carlo Algorithms for Linear Problems 1 Introduction Page 1 Monte Carlo Algorithms for
Linear Problems Ivan Dimov Central Laboratory for Parallel Computing Bulgarian Academy of …

A common Monte Carlo approach for linear algebra problems is presented. The considered
problems are inverting a matrix B, solving systems of linear algebraic equations of the form …

Parallel computations of eigenvalues based on a Monte Carlo approach Page 1 Monte Carlo
Methods and AppL, Vol.4, No. 1, pp. 33-52 (1998) © VSP199S Parallel computations of …

Here, empirical studies with adaptive Monte Carlo and the almost optimal Monte Carlo
methods for solving hyperbolic telegraph equations are discussed. Due to applying the …