Stochastic and quasistochastic computations

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Stochastic and quasistochastic computations. / Ermakov, S. M.

In: Vestnik St. Petersburg University: Mathematics, Vol. 44, No. 3, 09.2011, p. 171-181.

Research output: Contribution to journal › Article › peer-review

Author

Ermakov, S. M. / Stochastic and quasistochastic computations. In: Vestnik St. Petersburg University: Mathematics. 2011 ; Vol. 44, No. 3. pp. 171-181.

BibTeX

@article{6053e9c7db6f4d4a9d27f614a92e1f65,

title = "Stochastic and quasistochastic computations",

abstract = "The work contains a brief survey of research related to stochastic and quasistochastic methods of computation carried out in recent years by the author and his colleagues. The areas of research include, in particular, substantiation of multiplicative generators of pseudorandom numbers, Monte Carlo methods for solving nonlinear equations, complexity estimation, stochastic stability and parallelism of stochastic and quasistochastic algorithms. This area of research is of utmost current interest in view of the rapid development of multiprocessor computing machinery.",

keywords = "Monte Carlo method, nonlinear equations, parallelism, pseudorandom numbers, quasi-Monte Carlo, stability, Stochastic methods",

author = "Ermakov, {S. M.}",

note = "Funding Information: ACKNOWLEDGMENTS This work was supported by the Russian Foundation for Basic Research, project no. 08 01 00194. Copyright: Copyright 2012 Elsevier B.V., All rights reserved.",

year = "2011",

month = sep,

doi = "10.3103/S1063454111030022",

language = "English",

volume = "44",

pages = "171--181",

journal = "Vestnik St. Petersburg University: Mathematics",

issn = "1063-4541",

publisher = "Pleiades Publishing",

number = "3",

}

RIS

TY - JOUR

T1 - Stochastic and quasistochastic computations

AU - Ermakov, S. M.

PY - 2011/9

Y1 - 2011/9

N2 - The work contains a brief survey of research related to stochastic and quasistochastic methods of computation carried out in recent years by the author and his colleagues. The areas of research include, in particular, substantiation of multiplicative generators of pseudorandom numbers, Monte Carlo methods for solving nonlinear equations, complexity estimation, stochastic stability and parallelism of stochastic and quasistochastic algorithms. This area of research is of utmost current interest in view of the rapid development of multiprocessor computing machinery.

AB - The work contains a brief survey of research related to stochastic and quasistochastic methods of computation carried out in recent years by the author and his colleagues. The areas of research include, in particular, substantiation of multiplicative generators of pseudorandom numbers, Monte Carlo methods for solving nonlinear equations, complexity estimation, stochastic stability and parallelism of stochastic and quasistochastic algorithms. This area of research is of utmost current interest in view of the rapid development of multiprocessor computing machinery.

KW - Monte Carlo method

KW - nonlinear equations

KW - parallelism

KW - pseudorandom numbers

KW - quasi-Monte Carlo

KW - stability

KW - Stochastic methods

UR - http://www.scopus.com/inward/record.url?scp=84859721547&partnerID=8YFLogxK

U2 - 10.3103/S1063454111030022

DO - 10.3103/S1063454111030022

M3 - Article

AN - SCOPUS:84859721547

VL - 44

SP - 171

EP - 181

JO - Vestnik St. Petersburg University: Mathematics

JF - Vestnik St. Petersburg University: Mathematics

SN - 1063-4541

IS - 3

ER -

ID: 74201806