scholarly journals Smoothed Aggregation Multigrid for Markov Chains

2010 ◽  
Vol 32 (1) ◽  
pp. 40-61 ◽  
Author(s):  
H. De Sterck ◽  
T. A. Manteuffel ◽  
S. F. McCormick ◽  
K. Miller ◽  
J. Pearson ◽  
...  
Keyword(s):  
Markov Chains ◽  
Smoothed Aggregation

On-the-Fly Adaptive Smoothed Aggregation Multigrid for Markov Chains

2011 ◽  
Vol 33 (5) ◽  
pp. 2927-2949 ◽  
Author(s):  
Eran Treister ◽  
Irad Yavneh
Keyword(s):  
Markov Chains ◽  
Smoothed Aggregation

scholarly journals A Cost-Effective Smoothed Multigrid with Modified Neighborhood-Based Aggregation for Markov Chains

2015 ◽  
Vol 2015 ◽  
pp. 1-15 ◽  
Author(s):  
Zhao-Li Shen ◽  
Ting-Zhu Huang ◽  
Bruno Carpentieri ◽  
Chun Wen
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Numerical Experiments ◽  
Multigrid Method ◽  
Cost Effective ◽  
Multigrid Methods ◽  
Stationary Distributions ◽  
Convergence Behavior ◽  
Aggregation Procedure ◽  
Smoothed Aggregation

Smoothed aggregation multigrid method is considered for computing stationary distributions of Markov chains. A judgement which determines whether to implement the whole aggregation procedure is proposed. Through this strategy, a large amount of time in the aggregation procedure is saved without affecting the convergence behavior. Besides this, we explain the shortage and irrationality of the Neighborhood-Based aggregation which is commonly used in multigrid methods. Then a modified version is presented to remedy and improve it. Numerical experiments on some typical Markov chain problems are reported to illustrate the performance of these methods.

Markov models—Markov chains

2019 ◽  
Vol 16 (8) ◽  
pp. 663-664 ◽  
Author(s):  
Jasleen K. Grewal ◽  
Martin Krzywinski ◽  
Naomi Altman
Keyword(s):  
Markov Chains ◽  
Markov Models
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