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Description
  • This paper introduces an error propagation formula of a certain class of multi-level iterative aggregation-disaggregation (IAD) methods for numerical solutions of stationary probability vectors of discrete finite Markov chains. The formula can be used to investigate convergence by computing the spectral radius of the error propagation matrix for specific Markov chains. We show that there is no relation between convergence of two-level and of multi-level IAD methods.
  • This paper introduces an error propagation formula of a certain class of multi-level iterative aggregation-disaggregation (IAD) methods for numerical solutions of stationary probability vectors of discrete finite Markov chains. The formula can be used to investigate convergence by computing the spectral radius of the error propagation matrix for specific Markov chains. We show that there is no relation between convergence of two-level and of multi-level IAD methods. (en)
Title
  • Convergence of multi-level iterative aggregation-disaggregation methods
  • Convergence of multi-level iterative aggregation-disaggregation methods (en)
skos:prefLabel
  • Convergence of multi-level iterative aggregation-disaggregation methods
  • Convergence of multi-level iterative aggregation-disaggregation methods (en)
skos:notation
  • RIV/68407700:21110/11:00183035!RIV12-MSM-21110___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/09/1544), P(GP201/09/P500), Z(MSM6840770001)
http://linked.open...iv/cisloPeriodika
  • 236
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 191959
http://linked.open...ai/riv/idVysledku
  • RIV/68407700:21110/11:00183035
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • numerical solution of Markov chains; iterative aggregation-disaggregation methods; multi-level methods (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [BA46092E1F2B]
http://linked.open...i/riv/nazevZdroje
  • Journal of Computational and Applied Mathematics
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 236
http://linked.open...iv/tvurceVysledku
  • Marek, Ivo
  • Pultarová, Ivana
http://linked.open...ain/vavai/riv/wos
  • 000296936200008
http://linked.open...n/vavai/riv/zamer
issn
  • 0377-0427
number of pages
http://bibframe.org/vocab/doi
  • 10.1016/j.cam.2011.07.024
http://localhost/t...ganizacniJednotka
  • 21110
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