Numerical methods for Markov chains


Publications:
  • Hans De Sterck, Killian Miller, Eran Treister and Irad Yavneh, 'Fast multilevel methods for Markov chains', Numerical Linear Algebra with Applications 18, 961-980, 2011. [pdf]
  • Hans De Sterck, Killian Miller, and Geoffrey Sanders, 'Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method', Computing and Visualization in Science 14, 51-65, 2011. [pdf]
  • H. De Sterck, K. Miller, G. Sanders, and M. Winlaw, 'Recursively Accelerated Multilevel Aggregation for Markov Chains', SIAM J. Sci. Comput. 32, 1652-1671, 2010. [pdf]
  • H. De Sterck, K. Miller, T. Manteuffel, and G. Sanders, 'Top-Level Acceleration of Adaptive Algebraic Multilevel Methods for Steady-State Solution to Markov Chains', Advances in Computational Mathematics 35, 375-403, 2010. [pdf]
  • Hans De Sterck, Thomas. A. Manteuffel, Stephen F. McCormick, Killian Miller, John Ruge, and Geoffrey Sanders, 'Algebraic multigrid for Markov chains', SIAM J. Sci. Comput. 32, 544-562, 2010. [pdf]
  • Hans De Sterck, Thomas A. Manteuffel, Stephen F. McCormick, Killian Miller, James Pearson, John Ruge, and Geoffrey Sanders, 'Smoothed aggregation multigrid for Markov chains', SIAM J. Sci. Comput. 32, 40-61, 2010. [pdf]
  • Hans De Sterck, Thomas A. Manteuffel, Stephen F. McCormick, Quoc Nguyen, and John Ruge, `Multilevel adaptive aggregation for Markov chains, with application to web ranking', SIAM J. Sci. Comput. 30, 2235-2262, 2008. [pdf]