Computing the principal eigenelements of some linear operators using a branching Monte Carlo method

DOI10.1016/j.jcp.2008.07.018zbMath1157.65303OpenAlexW2152802648MaRDI QIDQ956335

Antoine Lejay, Sylvain Maire

Publication date: 25 November 2008

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00151884/file/lejay-maire-2008.pdf

zbMATH Keywords

Monte Carlo simulationbranching methodrandom walk on rectanglesprincipal eigenvalue for the neutron transport problemprincipal eigenvalue of the Dirichlet problemsimulation of rare events

Mathematics Subject Classification ID

Related Items (2)

Simulating diffusions with piecewise constant coefficients using a kinetic approximation ⋮ Simulation of diffusions by means of importance sampling paradigm

Cites Work

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• On the principal eigenvalue of second-order elliptic differential operators
• Alternatives to the Median Absolute Deviation
• Robust estimation of scale of an exponential distribution
• RARE EVENT SIMULATION
• Multidimensional Exponential Timestepping with Boundary Test

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