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A Sparse Parallel Hybrid Monte Carlo Algorithm for Matrix Computations [chapter]

Simon Branford, Christian Weihrauch, Vassil Alexandrov
2005 Lecture Notes in Computer Science  
In this paper we introduce a new algorithm, based on the successful work of Fathi and Alexandrov, on hybrid Monte Carlo algorithms for matrix inversion and solving systems of linear algebraic equations  ...  This algorithm consists of two parts, approximate inversion by Monte Carlo and iterative refinement using a deterministic method.  ...  We could improve the efficiency by calculating a more accurate inverse, which would mean more time required for the Monte Carlo or iterative refinement steps with little increase in the communication needed  ... 
doi:10.1007/11428862_101 fatcat:2nnywe742zgxripfjpbyahqife

FATIGUE LIFE ESTIMATION OF HYBRID ALUMINIUM MATRIX COMPOSITES

Achutha M.V, Sridhara B.K, Abdul Budan
2008 International Journal on Design and Manufacturing Technologies  
Monte Carlo Simulation model was developed. The Simulated fatigue data and the experimental data were compared and validated.  ...  For the hybrid Al-SiC-Gr composite, improvements in Young's modulus, ultimate tensile strength (UTS), compressive strength, yield strength and hardness was observed but at the expense of ductility.  ...  MONTE CARLO SIMULATION Monte Carlo method is a computational algorithm that relies on repeated random sampling to compute results.  ... 
doi:10.18000/ijodam.70022 fatcat:ltpjmenr3vbhnkcsvl76veuwna

Parallel Hybrid Monte Carlo Algorithms for Matrix Computations [chapter]

V. Alexandrov, E. Atanassov, I. Dimov, S. Branford, A. Thandavan, C. Weihrauch
2005 Lecture Notes in Computer Science  
Monte Carlo methods are used for the stochastic approximation, since it is known that they are very efficient in finding a quick rough approximation of the element or a row of the inverse matrix or finding  ...  In this paper we consider hybrid (fast stochastic approximation and deterministic refinement) algorithms for Matrix Inversion (MI) and Solving Systems of Linear Equations (SLAE).  ...  Conclusion In this paper we have introduced a hybrid Monte Carlo/deterministic algorithms for Matrix Computation for any non-singular matrix.  ... 
doi:10.1007/11428862_102 fatcat:2pjxpwcaifddnpfk4nty66gt6m

Extension of the hybrid Monte Carlo method for boundary-value problems

Ludwig Fahrmeir
1973 Simulation (San Diego, Calif.)  
Hybrid Monte Carlo techniques for the solution of linear boundary-value problems have previously been developed.  ...  ., but extends the class of problems that can be solved by them and improves the method first described by Little, which in its original form is shown to be valid only in a special case and not generally  ...  Fahrmeir investigated hybrid methods for solving boundary-value problems, coming up with the extension of the hybrid Monte Carlo method described in this paper.  ... 
doi:10.1177/003754977302100605 fatcat:lwkxg7wmkzfpzfihc2coywyziq

A Hybrid Method for Global Updates in Monte Carlo Study

T. Munehisa, Y. Munehisa
1995 Progress of theoretical physics  
We observe that Monte Carlo results are in excellent agreement with numerically exact ones obtained by the transfer matrix method.  ...  We propose a new algorithm which works effectively in global updates in Monte Carlo study. We apply it to the quantum spin chain with next-nearest-neighbor interactions.  ...  We observe that the Monte Carlo data and the results from the transfer matrix method almost coincide for every value of n.  ... 
doi:10.1143/ptp/93.1.251 fatcat:gcs2bszvejbbzfwjdsirnjtsnu

Evolutionary computation hybrids with Monte Carlo method for differential equation

Sheng-Ping Wu, Mohamed Othman, Sukumar Senthilkumar, Xie Yi
2012 Fourth International Conference on Digital Image Processing (ICDIP 2012)  
This article uses the hybrids between the evolutionary method and Monte Carlo method to solve the differential equation, for example in this article, the Schrodinger equation for atom  ...  Conclusion By the demonstration above the hybrid between evolution and Monte Carlo methods is powerful.  ...  It's hopeful to look to this method for solving complex molecules or nucleons Key words and phrases.Schordinger equation, Monte Carlo Method, Evolutionary Computation.  ... 
doi:10.1117/12.966817 dblp:conf/icdip/Wu12 fatcat:r2c4usxkbjge7fina4krpoeac4

Using P-GRADE for Monte Carlo Computations in a Distributed Environment [chapter]

Vassil N. Alexandrov, Ashish Thandavan, Péter Kacsuk
2004 Lecture Notes in Computer Science  
Computations involving Monte Carlo methods are, very often, easily and efficiently parallelized.  ...  In this paper, we show how Monte Carlo algorithms for solving Systems of Linear Equations and Matrix Inversion can easily be parallelized using P-GRADE.  ...  Conclusion In this paper we have considered how we can efficiently use P-GRADE for programming a hybrid Monte Carlo/deterministic algorithms for Matrix Computation for any non-singular matrix.  ... 
doi:10.1007/978-3-540-25944-2_62 fatcat:jxfu2bj7ergxnhyeygl7xoh7je

Critique of practical methods for computer evaluation of the hadron spectrum

Paul B. Mackenzie
1990 Nuclear Physics B - Proceedings Supplements  
Higher order hybrid Monte Carlo Methods for integrating the classical equations of motion which are accurate to a higher order than the es of the leap frog method will yield a hybrid Monte Carlo  ...  The data cited above is for the Langevin and hybrid algorithms with fermionic noise, and for hybrid Monte Carlo.  ... 
doi:10.1016/0920-5632(90)90225-j fatcat:kphxfvmd4rewvk2xiqicdsbfsy

A Hybrid Method for Global Updates in Monte Carlo Study

Tomo Munehisa, Yasuko Munehisa
1995 Progress of theoretical physics  
We observe that Monte Carlo results are in excellent agreement with numerically exact ones obtained by the transfer matrix method.  ...  Monte Carlo method in addition to the usual local updates.  ...  We observe that the Monte Carlo data and the results from the transfer matrix method almost coincide for every value of n.  ... 
doi:10.1143/ptp.93.251 fatcat:lamieissrzebrn5bgd6pbpd6te

Nonstationary Random Parametric Vibration in Light Aircraft Landing Gear

D. E. Huntington, C. S. Lyrintzis
1998 Journal of Aircraft  
, and plugging-in, two Monte Carlo hybrid methods could be examined.  ...  The hybrid Monte Carlo response results varied widely from each other, and so Monte Carlo analysis was considered unsuitable for this problem; the random matrix method was considered accurate.  ... 
doi:10.2514/2.2272 fatcat:ptj6ycqzjbfwxebj3yye4psydm

Applications of Hybrid Monte Carlo to Bayesian Generalized Linear Models: Quasicomplete Separation and Neural Networks

Hemant Ishwaran
1999 Journal of Computational And Graphical Statistics  
The hybrid Monte Carlo method is an ideal candidate for posterior sampling in these models.  ...  The "leapfrog" hybrid Monte Carlo algorithm is a simple and effective MCMC method for fitting Bayesian generalized linear models with canonical link.  ...  HYBRID MONTE CARLO Hybrid Monte Carlo is an elaborate Markov chain Monte Carlo method designed to suppress the random walk nature exhibited in traditional Markov chain simulation methods (such as the random  ... 
doi:10.2307/1390827 fatcat:ihphidprobfpth3couoqeqdhk4

Applications of Hybrid Monte Carlo to Bayesian Generalized Linear Models: Quasicomplete Separation and Neural Networks

Hemant Ishwaran
1999 Journal of Computational And Graphical Statistics  
The hybrid Monte Carlo method is an ideal candidate for posterior sampling in these models.  ...  The "leapfrog" hybrid Monte Carlo algorithm is a simple and effective MCMC method for fitting Bayesian generalized linear models with canonical link.  ...  HYBRID MONTE CARLO Hybrid Monte Carlo is an elaborate Markov chain Monte Carlo method designed to suppress the random walk nature exhibited in traditional Markov chain simulation methods (such as the random  ... 
doi:10.1080/10618600.1999.10474849 fatcat:l3t3wy6a6vesjjyqok4i3m2vai

Improved analysis-error covariance matrix for high-dimensional variational inversions: application to source estimation using a 3D atmospheric transport model

N. Bousserez, D. K. Henze, A. Perkins, K. W. Bowman, M. Lee, J. Liu, F. Deng, D. B. A. Jones
2015 Quarterly Journal of the Royal Meteorological Society  
Leveraging those findings, we proposed a BFGS hybrid approach which combines the new preconditioner with several BFGS cycles using information from a few (3-5) Monte-Carlo simulations.  ...  Two stochastic approaches, a Monte-Carlo simulation and a method based on random gradients of the cost function, produced analysis error variances with a relative error < 10%.  ...  The first author would also like to thank Richard Byrd for a number of useful discussions about the BFGS minimization method.  ... 
doi:10.1002/qj.2495 fatcat:4r346ziyybgy3brg7rgmpqufsi

Matrix Information Geometry for Signal Detection via Hybrid MPI/OpenMP

Sheng Feng, Xiaoqiang Hua, Yongxian Wang, Qiang Lan, Xiaoqian Zhu
2019 Entropy  
To address these problems, in this paper, a high-performance computing (HPC)-based MIGSD method is proposed, which is implemented using the hybrid message passing interface (MPI) and open multiple processing  ...  However, this method involves many matrix exponential, logarithmic, and inverse operations, which result in high computational cost and limits in analyzing the detection performance in the case of a high-dimensional  ...  , and the Monte Carlo method in the inner loop.  ... 
doi:10.3390/e21121184 fatcat:yeqy2335mne4tih433iqz7w5ym

Continuous-time quantum impurity solvers

Emanuel Gull, Philipp Werner, Andrew Millis, Matthias Troyer
2010 Physics Procedia  
We present a brief overview of two continuous -time quantum Monte Carlo impurity solvers -a diagrammatic expansion of the partition function in the interaction and in the impurity-bath hybridization and  ...  We show that continuous-time methods deliver substantial gains in computational efficiency over previous QMC discrete-time algorithms. 1875-3892 c  ...  In these algorithms, the partition function is expanded into an infinite series of diagrams, which are then sampled using a determinantal Monte Carlo method.  ... 
doi:10.1016/j.phpro.2010.09.025 fatcat:hwzup7pi2jhidlymfjdab6xvsa
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