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On the multilevel solution algorithm for markov chains
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Horton, Graham |
| Copyright Year | 1997 |
| Description | We discuss the recently introduced multilevel algorithm for the steady-state solution of Markov chains. The method is based on an aggregation principle which is well established in the literature and features a multiplicative coarse-level correction. Recursive application of the aggregation principle, which uses an operator-dependent coarsening, yields a multi-level method which has been shown experimentally to give results significantly faster than the typical methods currently in use. When cast as a multigrid-like method, the algorithm is seen to be a Galerkin-Full Approximation Scheme with a solution-dependent prolongation operator. Special properties of this prolongation lead to the cancellation of the computationally intensive terms of the coarse-level equations. |
| File Size | 850626 |
| Page Count | 28 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19970017056 |
| Archival Resource Key | ark:/13960/t8jd9sx5j |
| Language | English |
| Publisher Date | 1997-03-01 |
| Access Restriction | Open |
| Subject Keyword | Numerical Analysis Algorithms Partial Differential Equations Multigrid Methods Iterative Solution Computer Systems Performance Markov Chains Mathematical Models Galerkin Method Steady State Matrices Mathematics Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
