Application of Monte-Carlo method for estimating of some components of the solution of a linear algebraic equation set has been discussed. The stochastic stability for the special Monte-Carlo method with the intermediate results storage for solving linear equations has been investigated. The sufficient conditions of the stochastic stability for solving linear equation sets by the special Monte-Carlo method have been obtained. This method has allowed to solve such linear equation sets whose spectral radii of the transfer matrix moduli exceed one.

Original languageRussian
Pages (from-to)8-11
Number of pages4
JournalVestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya
Issue number3
StatePublished - Jul 1996

    Scopus subject areas

  • Mathematics(all)
  • Physics and Astronomy(all)

ID: 74202798