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Acebrón, 2020 - Google Patents

A probabilistic linear solver based on a multilevel Monte Carlo method

Acebrón, 2020

Document ID
18316980108412411805
Author
Acebrón J
Publication year
Publication venue
Journal of Scientific Computing

External Links

Snippet

We describe a new Monte Carlo method based on a multilevel method for computing the action of the resolvent matrix over a vector. The method is based on the numerical evaluation of the Laplace transform of the matrix exponential, which is computed efficiently …
Continue reading at link.springer.com (other versions)

Classifications

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    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/11—Complex mathematical operations for solving equations, e.g. nonlinear equations, general mathematical optimization problems
    • G06F17/13—Differential equations
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/11—Complex mathematical operations for solving equations, e.g. nonlinear equations, general mathematical optimization problems
    • G06F17/12—Simultaneous equations, e.g. systems of linear equations
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
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    • G06F17/10—Complex mathematical operations
    • G06F17/16—Matrix or vector computation, e.g. matrix-matrix or matrix-vector multiplication, matrix factorization
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06F17/30286—Information retrieval; Database structures therefor; File system structures therefor in structured data stores
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    • G06F9/00—Arrangements for programme control, e.g. control unit
    • G06F9/06—Arrangements for programme control, e.g. control unit using stored programme, i.e. using internal store of processing equipment to receive and retain programme
    • G06F9/46—Multiprogramming arrangements
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N7/00—Computer systems based on specific mathematical models
    • G06N7/005—Probabilistic networks
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    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06F7/00—Methods or arrangements for processing data by operating upon the order or content of the data handled
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/12—Computer systems based on biological models using genetic models
    • G06N3/126—Genetic algorithms, i.e. information processing using digital simulations of the genetic system
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    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F19/00—Digital computing or data processing equipment or methods, specially adapted for specific applications
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    • G06F19/708—Chemoinformatics, i.e. data processing methods or systems for the retrieval, analysis, visualisation, or storage of physicochemical or structural data of chemical compounds for data visualisation, e.g. molecular structure representations, graphics generation, display of maps or networks or other visual representations
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