Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10071/19104
Registo completo
Campo DC | Valor | Idioma |
---|---|---|
dc.contributor.author | Acebron, J. A. | - |
dc.date.accessioned | 2019-12-11T16:45:36Z | - |
dc.date.issued | 2019 | - |
dc.identifier.issn | 0096-3003 | - |
dc.identifier.uri | http://hdl.handle.net/10071/19104 | - |
dc.description.abstract | A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a given continuous-time Markov chain. The vector solution is computed probabilistically by averaging over a suitable multiplicative functional. This representation extends the existing linear algebra Monte Carlo-based methods, and was used in practice to develop an efficient algorithm capable of computing both, a single entry or the full vector solution. Finally, several relevant benchmarks were executed to assess the performance of the algorithm. A comparison with the results obtained with a Krylov-based method shows the remarkable performance of the algorithm for solving large-scale problems. | eng |
dc.language.iso | eng | - |
dc.publisher | Elsevier | - |
dc.relation | UID/CEC/50021/2019 | - |
dc.rights | openAccess | - |
dc.subject | Monte Carlo methods | eng |
dc.subject | Communicability | eng |
dc.subject | Matrix functions | eng |
dc.subject | Network analysis | eng |
dc.title | A Monte Carlo method for computing the action of a matrix exponential on a vector | eng |
dc.type | article | - |
dc.pagination | 1 - 13 | - |
dc.peerreviewed | yes | - |
dc.journal | Applied Mathematics and Computation | - |
dc.volume | 362 | - |
degois.publication.firstPage | 1 | - |
degois.publication.lastPage | 13 | - |
degois.publication.title | A Monte Carlo method for computing the action of a matrix exponential on a vector | eng |
dc.date.updated | 2019-12-11T16:44:07Z | - |
dc.description.version | info:eu-repo/semantics/acceptedVersion | - |
dc.identifier.doi | 10.1016/j.amc.2019.06.059 | - |
dc.subject.fos | Domínio/Área Científica::Ciências Naturais::Matemáticas | por |
dc.date.embargo | 2020-07-04 | - |
iscte.identifier.ciencia | https://ciencia.iscte-iul.pt/id/ci-pub-60606 | - |
iscte.alternateIdentifiers.wos | WOS:000479157100028 | - |
iscte.alternateIdentifiers.scopus | 2-s2.0-85068371713 | - |
Aparece nas coleções: | CTI-RI - Artigos em revistas científicas internacionais com arbitragem científica |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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exp_MC_resub.pdf | Pós-print | 311,75 kB | Adobe PDF | Ver/Abrir |
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