Monte Carlo Algorithm for Solving Integral Equations with Polynomial Non-Linearity. Parallel Implementation

An iterative Monte Carlo algorithm for evaluating linear functionals of the solution of integral equations with polynomial non-linearity is proposed and studied. The method uses a simulation of branching stochastic processes. It is proved that the mathematical expectation of the introduced random variable is equal to a linear functional of the solution. The algorithm uses the so-called almost optimal density function. Numerical examples are considered. Parallel implementation of the algorithm is also realized using the package ATHAPASCAN as an environment for parallel realization.The computational results demonstrate high parallel efficiency of the presented algorithm and give a good solution when almost optimal density function is used as a transition density.

The Development of Parallel Resolution Algorithms Using the Graph Representation

The parallel resolution procedures based on graph structures method are presented. OR-, AND- and DCDP- parallel inference on connection graph representation is explored and modifications to these algorithms using heuristic estimation are proposed. The principles for designing these heuristic functions are thoroughly discussed. The colored clause graphs resolution principle is presented. The comparison of efficiency (on the Steamroller problem) is carried out and the results are presented. The parallel unification algorithm used in the parallel inference procedure is briefly outlined in the final part of the paper.

Statistical Numerical Methods for Eigenvalue Problem. Parallel Implementation

MSC subject classification: 65C05, 65U05.