Mon, 29 May 2006
14:15
14:15
DH 3rd floor SR
Random rewards, Fractional Brownian local times and stable self-similar processes
Prof Serge Cohen
(Université de Toulouse)
We consider the solution of sequences of linear systems by preconditioned iterative methods. Such systems arise, for example, in applications such as CFD and structural mechanics. In some cases it is important to avoid the recomputation of preconditioners for subsequent systems. We propose an algebraic strategy that replaces new preconditioners by old preconditioners with simple updates. Efficiency of the new strategy, which generalizes the approach of Benzi and Bertaccini, is demonstrated using numerical experiments.
This talk presents results of joint work with Jurjen Duintjer Tebbens.
/notices/events/abstracts/stochastic-analysis/tt06/Kendall.shtml