A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method
DOI10.1016/j.camwa.2020.02.013zbMath1451.65056arXiv1904.12754OpenAlexW3009759429WikidataQ115580710 ScholiaQ115580710MaRDI QIDQ2192524
Publication date: 17 August 2020
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.12754
parallel algorithmshigh performance computingnetwork analysismatrix functionsmultilevel Monte Carlo methodexponential integrators
Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Numerical computation of matrix exponential and similar matrix functions (65F60)
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