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08/02/2023
A Fast Monte Carlo algorithm for evaluating matrix functions with application in complex networks
We propose a novel stochastic algorithm that randomly samples entire row...
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01/13/2023
A hybrid probabilistic domain decomposition algorithm suited for very large-scale elliptic PDEs
State of the art domain decomposition algorithms for large-scale boundar...
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04/29/2019
A Monte Carlo method for computing the action of a matrix exponential on a vector
A Monte Carlo method for computing the action of a matrix exponential fo...
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04/29/2019