科研之友
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摘要
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.
- 出版日期2015
- 单位电子科技大学
