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Monte Carlo solvers of large linear systems with Toeplitz matrices, preconditioning, iterative refinement with applications to integral equations and acoustic inverse problem. / Sabelfeld, Karl K.; Shafigulin, Igor.
в: Monte Carlo Methods and Applications, 22.05.2025.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - Monte Carlo solvers of large linear systems with Toeplitz matrices, preconditioning, iterative refinement with applications to integral equations and acoustic inverse problem
AU - Sabelfeld, Karl K.
AU - Shafigulin, Igor
N1 - Funding statement: Support by the Russian Science Foundation under Grant 24-11-00107 is greatly acknowledged.
PY - 2025/5/22
Y1 - 2025/5/22
N2 - This study deals with randomized algorithms and random projection methods for solving systems of linear algebraic equations with Toeplitz matrices. A preconditioning of such systems with circulant matrices is used that improves the convergence of the stochastic projection method. The developed stochastic algorithms are applied to first kind boundary integral equations for the Laplace, screened Poisson, and Helmholtz equations. Another application concerns the inverse problem for a wave equation where the task is to recover the unknown coefficient of this equation. A series of computer simulations are carried out to analyze the efficiency of the developed algorithm.
AB - This study deals with randomized algorithms and random projection methods for solving systems of linear algebraic equations with Toeplitz matrices. A preconditioning of such systems with circulant matrices is used that improves the convergence of the stochastic projection method. The developed stochastic algorithms are applied to first kind boundary integral equations for the Laplace, screened Poisson, and Helmholtz equations. Another application concerns the inverse problem for a wave equation where the task is to recover the unknown coefficient of this equation. A series of computer simulations are carried out to analyze the efficiency of the developed algorithm.
KW - Laplace and screened Poisson equations
KW - Toeplitz matrices
KW - boundary integral equations
KW - circulant preconditioner
KW - first kind integral equations
KW - inverse acoustic problem
KW - iterative refinement
UR - https://www.mendeley.com/catalogue/b33fdbf7-65c8-3a0e-973b-61bd6026a5e8/
UR - https://www.scopus.com/record/display.uri?eid=2-s2.0-105006738145&origin=inward&txGid=8249db0896aacdd0c11c0575715712c0
U2 - 10.1515/mcma-2025-2012
DO - 10.1515/mcma-2025-2012
M3 - Article
JO - Monte Carlo Methods and Applications
JF - Monte Carlo Methods and Applications
SN - 0929-9629
ER -
ID: 67454841