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[00396] A Stochastic Approach for the Computation of Large-Scale Matrix Functions

  • Session Time & Room : 5B (Aug.25, 10:40-12:20) @E505
  • Type : Contributed Talk
  • Abstract : Although many scientific problems can be described in term of functions over matrices, their high computational cost and the lack of parallel and scalable numerical tools propel scientists to seek alternative solutions. In this talk, we will introduce a Monte Carlo method that is capable of computing matrix functions for large-scale datasets and in particular present how it can be used to solve time-fractional differential equations.
  • Classification : 65C05, 35R11, 33E12, 60Gxx, 60K50
  • Format : Talk at Waseda University
  • Author(s) :
    • Nicolas Guidotti (INESC-ID, Instituto Superior Técnico, Lisboa)