Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/96241
| DC Field | Value | Language |
|---|---|---|
| dc.contributor | Department of Applied Mathematics | en_US |
| dc.creator | Willert, J | en_US |
| dc.creator | Chen, X | en_US |
| dc.creator | Kelley, CT | en_US |
| dc.date.accessioned | 2022-11-14T04:07:05Z | - |
| dc.date.available | 2022-11-14T04:07:05Z | - |
| dc.identifier.issn | 0036-1429 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10397/96241 | - |
| dc.language.iso | en | en_US |
| dc.publisher | Society for Industrial and Applied Mathematics | en_US |
| dc.rights | © 2015 Society for Industrial and Applied Mathematics | en_US |
| dc.rights | The following publication Willert, J., Chen, X., & Kelley, C. T. (2015). Newton's method for Monte Carlo--based residuals. SIAM Journal on Numerical Analysis, 53(4), 1738-1757 is available at https://doi.org/10.1137/130905691. | en_US |
| dc.subject | JFNK methods | en_US |
| dc.subject | Monte Carlo simulation | en_US |
| dc.subject | Neutron transport | en_US |
| dc.subject | Newton's method | en_US |
| dc.title | Newton's method for Monte Carlo-based residuals | en_US |
| dc.type | Journal/Magazine Article | en_US |
| dc.identifier.spage | 1738 | en_US |
| dc.identifier.epage | 1757 | en_US |
| dc.identifier.volume | 53 | en_US |
| dc.identifier.issue | 4 | en_US |
| dc.identifier.doi | 10.1137/130905691 | en_US |
| dcterms.abstract | We analyze the behavior of inexact Newton methods for problems where the nonlinear residual, Jacobian, and Jacobian-vector products are the outputs of Monte Carlo simulations. We propose algorithms which account for the randomness in the iteration, develop theory for the behavior of these algorithms, and illustrate the results with an example from neutronics. | en_US |
| dcterms.accessRights | open access | en_US |
| dcterms.bibliographicCitation | SIAM journal on numerical analysis, 2015, v. 53, no. 4, p. 1738-1757 | en_US |
| dcterms.isPartOf | SIAM journal on numerical analysis | en_US |
| dcterms.issued | 2015 | - |
| dc.identifier.scopus | 2-s2.0-84941067603 | - |
| dc.identifier.eissn | 1095-7170 | en_US |
| dc.description.validate | 202211 bcww | en_US |
| dc.description.oa | Version of Record | en_US |
| dc.identifier.FolderNumber | RGC-B3-0139 | - |
| dc.description.fundingSource | RGC | en_US |
| dc.description.pubStatus | Published | en_US |
| dc.description.oaCategory | VoR allowed | en_US |
| Appears in Collections: | Journal/Magazine Article | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 130905691.pdf | 236.66 kB | Adobe PDF | View/Open |
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