Multigrid Methods for Tensor Structured Markov Chains with Low Rank Approximation
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Publication:2790081
DOI10.1137/140994447zbMath1382.65028arXiv1412.0937OpenAlexW2963744098MaRDI QIDQ2790081
Matthias Bolten, Karsten Kahl, Sonja Sokolović
Publication date: 2 March 2016
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.0937
Computational methods in Markov chains (60J22) Computational methods for sparse matrices (65F50) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Continuous-time Markov processes on discrete state spaces (60J27)
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