5 citations · 9 across the 2 of their papers we have counts for
3 papers
A Fast Monte Carlo algorithm for evaluating matrix functions with application in complex networks
Nicolas L. Guidotti, Juan A. Acebrón, José Monteiro
We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expa…
A Stochastic Method for Solving Time-Fractional Differential Equations
Nicolas L. Guidotti, Juan Acebrón, José Monteiro
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdi…
A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method
Juan A. Acebron, Jose R. Herrero, Jose Monteiro
A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is…