CENTER FOR COMPUTATIONAL MATHEMATICS COLLOQUIUM

                  UNIVERSITY OF COLORADO AT DENVER



TITLE:   On the Multi-Level Solution Algorithm for Markov Chains
 

SPEAKER: Graham Horton, University of Erlangen-N\"urnberg, Germany
	 (Visiting University of Denver) 

DATE:    Tuesday, May 14, 1996  (PLEASE NOTE UNUSUAL DAY AND TIME)

PLACE:   Math Conference Room - Suite 540
         UCD Building, 1250 14th St., Denver

TIME:    11:00 am - noon 



ABSTRACT


The talk will be structured as follows:

1)  What are Markov chains and what do they look like in practice?
2)  Motivate and derive a fast solution algorithm from "natural" 
    observations.  (This is the "multi-level" method.)
3)  Show how this method is, in fact, equivalent to algebraic
    multigrid (AMG).
4)  Point out what kind of an AMG method this corresponds to (it has
    some rather unusual and unique properties).
5)  Give some performance results showing that the speedup of the
    method over Gauss-Seidel/SOR can be just as impressive as it
    was for elliptic PDE's 15 years ago.