HAL - INRIA :: [inria-00151884, version 2] Computing the first eigenelements of some linear operators using a branching Monte Carlo method

inria-00151884, version 2

Computing the first eigenelements of some linear operators using a branching Monte Carlo method

Antoine Lejay () ^1, 2, Sylvain Maire^a^, 3

Journal of Computational Physics 227, 23 (2008) 9794-9806

Résumé : In earlier works, we have developed a Monte Carlo method to compute the first eigenvalue of linear operators, which is based on the simulation of exit times. In this paper, we show how to use a branching method to handle in a better way the simulation of large exit times. We show furthermore that this new method provides naturally an estimation of the first eigenfunction of the adjoint operator. Numerical examples are given on the Laplace operator and on homogeneous neutron transport operators.

a – Université du Sud - Toulon - Var
1 : TOSCA (INRIA Sophia Antipolis / INRIA Lorraine / IECN)
INRIA – CNRS : UMR7502 – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine (INPL)
2 : Institut Elie Cartan Nancy (IECN)
CNRS : UMR7502 – INRIA – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine (INPL)
3 : Modélisation Numérique et Couplages (MNC)
Université Sud Toulon Var

inria-00151884, version 2
http://hal.inria.fr/inria-00151884
oai:hal.inria.fr:inria-00151884
Contributeur : Antoine Lejay <>
Soumis le : Jeudi 16 Octobre 2008, 09:12:48
Dernière modification le : Mardi 26 Avril 2011, 15:58:52

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DOI : 10.1016/j.jcp.2008.07.018

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