Imagen de Portada

Average-case analysis of the Gaussian Elimination with Partial Pivoting

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Huang, Han, Tikhomirov, Konstantin
Formato:	Preprint
Publicado:	2022
Materias:	Numerical Analysis Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Pivot probabilities and norm effects in Gaussian elimination for $β$-ensembles
por: Gunawan, Kenji, et al.
Publicado: (2025)

Hierarchical Gaussian Random Fields for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and The Karhunen-Loève Decomposition
por: Reddy, Sohail
Publicado: (2025)

Cotype of random polytopes
por: Huang, Han, et al.
Publicado: (2026)

Strong Stability Preservation for Stochastic Partial Differential Equations
por: Woodfield, James
Publicado: (2024)

Structure-informed operator learning for parabolic Partial Differential Equations
por: Benth, Fred Espen, et al.
Publicado: (2024)

Scaling limits for fractional polyharmonic Gaussian fields
por: De Nitti, Nicola, et al.
Publicado: (2023)

Linking PageRank, Time Reversal, and Policy Evaluation
por: Avrachenkov, Konstantin, et al.
Publicado: (2026)

Ensemble Kalman Inversion: mean-field limit and convergence analysis
por: Ding, Zhiyan, et al.
Publicado: (2019)

Numerical analysis for leaky-integrate-fire networks under Euler-Maruyama
por: Dou, Xu'an, et al.
Publicado: (2026)

Error analysis of an acceleration corrected diffusion approximation of Langevin dynamics with background flow
por: Mori, Yoichiro, et al.
Publicado: (2025)

Convergence analysis for minimum action methods coupled with a finite difference method
por: Hong, Jialin, et al.
Publicado: (2021)

Multilevel Picard approximation algorithm for semilinear partial integro-differential equations and its complexity analysis
por: Neufeld, Ariel, et al.
Publicado: (2022)

Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients II: finite moments and higher-order schemes
por: Zhao, Yuying, et al.
Publicado: (2024)

Numerical analysis of the stochastic Navier-Stokes equations
por: Breit, Dominic, et al.
Publicado: (2025)

Derivative based global sensitivity analysis and its entropic link
por: Yang, Jiannan
Publicado: (2023)

Homomorphic data compression for real time photon correlation analysis
por: Strempfer, Sebastian, et al.
Publicado: (2024)

Hausdorff Moment Transforms and Their Performance
por: Wang, Xinyun, et al.
Publicado: (2022)

Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
por: Liu, Yating
Publicado: (2022)

Numerical solution of kinetic SPDEs via stochastic Magnus expansion
por: Kamm, Kevin, et al.
Publicado: (2022)

Haar-type stochastic Galerkin formulations for hyperbolic systems with Lipschitz continuous flux function
por: Gerster, Stephan, et al.
Publicado: (2022)

Central limit theorem for temporal average of backward Euler--Maruyama method
por: Jin, Diancong
Publicado: (2023)

Parameter Estimation for the Reduced Fracture Model via a Direct Filter Method
por: Huynh, Phuoc Toan, et al.
Publicado: (2024)

A Regeneration-based a Posteriori Error Bound for a Markov Chain Stationary Distribution Truncation Algorithm
por: Glynn, Peter W., et al.
Publicado: (2025)

On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient
por: Müller-Gronbach, Thomas, et al.
Publicado: (2025)

Entrywise tensor-train approximation of large tensors via random embeddings
por: Budzinskiy, Stanislav
Publicado: (2024)

Nonlinear Expectation Inference for Efficient Uncertainty Quantification and History Matching of Transient Darcy Flows in Porous Media with Random Parameters Under Distribution Uncertainty
por: Zhang, Zhao, et al.
Publicado: (2023)

A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients
por: Vu, Thi-Huong, et al.
Publicado: (2024)

McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
por: Liu, Zhuoqi, et al.
Publicado: (2026)

Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
por: Agarwal, Ankush, et al.
Publicado: (2023)

A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation
por: Mahdian, Saied, et al.
Publicado: (2024)

Two-grid Penalty Approximation Scheme for Doubly Reflected BSDEs
por: Lee, Wonjae, et al.
Publicado: (2026)

Kaczmarz Kac Walk
por: Steinerberger, Stefan
Publicado: (2024)

Analysis of splitting schemes for stochastic evolution equations with non-Lipschitz nonlinearities driven by fractional noise
por: Ding, Xiao-Li, et al.
Publicado: (2025)

Finite element approximations of the stochastic Benjamin-Bona-Mahony equation with multiplicative noise
por: Nguyen, Hung D., et al.
Publicado: (2026)

Asymptotic error distribution for stochastic Runge--Kutta methods of strong order one
por: Jin, Diancong
Publicado: (2025)

Superiority of stochastic symplectic methods via the law of iterated logarithm
por: Chen, Chuchu, et al.
Publicado: (2024)

Strong Convergence Rates for Euler Schemes of Levy-Driven SDE using Dynamic Cutting
por: Platonov, Denis, et al.
Publicado: (2025)

Artificial Barriers for stochastic differential equations and for construction of boundary-preserving schemes
por: Ulander, Johan
Publicado: (2024)

Strong convergence of tamed theta scheme for superlinearly growing McKean-Vlasov NSDDEs driven by fractional Brownian motions
por: Tan, Li, et al.
Publicado: (2024)

Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
por: Le, Anh-Dung
Publicado: (2024)