چکیده مقاله
In this study, after reviewing the Monte Carlo method for solving system of linear algebraic equations and convergence theorems, we discuss more the convergence of the Monte Carlo method using the Ulam von Neumann algorithm related to selection the transition probability matrix Moreover we investigate the convergence conditionsin the special cases of the introduced transition probability matrix Finally, we represent numerical results to illustrate the efficiency of the theoretical results
کلیدواژهها
Convergence analysis Transition probability matrix System of linear algebraic equations Markov chain Monte Carlo
نویسندگان
Behrouz Fathi Vajargah
Department of Statistics, University of Guilan, P O Box ۴۱ ۳۳۵ ۱۹۱۴
Zeinab Hassanzadeh
Department of Applied Mathematics, University of Guilan, P O Box ۴۱ ۳۳۵ ۱۹۱۴
شیوه ارجاع
Fathi-Vajargah, Behrouz and Hassanzadeh, Zeinab,1396,On the convergence of Monte Carlo method to solve system of linear algebraic equations,2rd International Conference on Soft Computing,Rudsar
ارائهشده در
مجموعه مقالات دومین کنفرانس ملی محاسبات نرم1 آذر 1396 · رودسر