Monte Carlo method for the real and complex fuzzy system of linear algebraic equations

Fathi-Vajargah B., Hassanzadeh Z.

Soft Computing, vol.24, no.2, pp.1255-1270, 2020 (SCI-Expanded) identifier

  • Publication Type: Article / Article
  • Volume: 24 Issue: 2
  • Publication Date: 2020
  • Doi Number: 10.1007/s00500-019-03960-1
  • Journal Name: Soft Computing
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Compendex, Computer & Applied Sciences, INSPEC, zbMATH
  • Page Numbers: pp.1255-1270
  • Keywords: Complex fuzzy number, Embedding method, Hadamard product, Markov chain Monte Carlo, System of linear algebraic equations, Transition probability matrix
  • Istanbul Gelisim University Affiliated: No

Abstract

In this paper, we apply the Monte Carlo method to solve the real and complex fuzzy system of linear algebraic equations via new techniques. At first, we determine the specified and simpler computing condition for convergence of the Monte Carlo method using Hadamard product related to select the transition probability matrix. Then, we employ the new strategy based on the exclusive characteristic of the Monte Carlo method to find the solution of the real and complex fuzzy system of linear algebraic equations. Finally, some numerical examples are proposed to demonstrate the validity and efficiency of the discussed theoretical concepts.