title: Monte-Carlo algorithm for solution of a systems of linear algebraic equations by the Seidel’s method
metadata.name: dc.contributor.author
metadata.value: Tovstik, Tatiana M.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Volosenko, Kseniya S.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2016-09-28T16:03:16Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2016-09-28T16:03:16Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2016-09
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Tovstik T.M., Volosenko K. S. Monte-Carlo algorithm for solution of a systems of linear algebraic equations by the Seidel’s method. Vestnik of Saint Petersburg University. Series 1. Mathematics. Mechanics. Astronomy, 2016, vol. 3 (61), issue 3, pp. 440–448.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: 10.21638/11701/spbu01.2016.312
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/3914
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: For solution of a system of linear algebraic equations by the Monte Carlo method a method of the successive
  approximations is used. The next in turn iteration is modeled as a random vector, the expectation of which
  coincides with the corresponding Seidel’s iteration. The existence and the boundedness of dispersions
  of the limiting vector is proved. The system of linear equations, to which satisfy the cross-correlations
  of the limiting vector, and the limiting correlations of two successive approximations is delivered. All
  these correlations are unknowns of the common linear system and may be found only simultaneously.
  The boundedness of dispersions of the limiting vector leads to the stochastic stability of algorithm. The
  number of iterations giving the desirable exactness is estimated. As an examples, the systems of the orders
  of n = 3 and n = 100 are studied. Refs 7. Tables 1.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: Работа выполнена при финансовой поддержке РФФИ (грант №14-01-00271а).
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Series 1. Mathematics. Mechanics. Astronomy;Vol. 3 (61); Issue 3
metadata.lang: -
metadata.name: dc.subject
metadata.value: method Monte Carlo
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Seidel’s algorithm
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: system of linear algebraic equations
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Monte-Carlo algorithm for solution of a systems of linear algebraic equations by the Seidel’s method
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: Tovstik.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/3914/1/Tovstik.pdf
resources.format: Adobe PDF
resources.size: 246,64 kB