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ORCIDTugrul Dayar
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- affiliation: Bilkent University, Ankara, Turkey
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2010 – 2019
- 2018
[j24]Tugrul Dayar
, M. Can Orhan:
On compact vector formats in the solution of the chemical master equation with backward differentiation. Numer. Linear Algebra Appl. 25(5) (2018)- [c8]Peter Buchholz, Tugrul Dayar:
Efficient Transient Analysis of a Class of Compositional Fluid Stochastic Petri Nets. DSN 2018: 291-302 - [c7]Tugrul Dayar, M. Can Orhan:
A Software Tool for the Compact Solution of the Chemical Master Equation. MMB 2018: 312-316 - 2017
- [j23]Peter Buchholz, Tugrul Dayar, Jan Kriege, M. Can Orhan:
On compact solution vectors in Kronecker-based Markovian analysis. Perform. Evaluation 115: 132-149 (2017) - 2016
- [j22]Tugrul Dayar, M. Can Orhan:
Steady-state analysis of a multiclass MAP/PH/c queue with acyclic PH retrials. J. Appl. Probab. 53(4): 1098-1110 (2016) - [c6]Peter Buchholz, Tugrul Dayar, Jan Kriege, M. Can Orhan:
Compact Representation of Solution Vectors in Kronecker-Based Markovian Analysis. QEST 2016: 260-276 - 2015
- [j21]Tugrul Dayar, M. Can Orhan:
On Vector-Kronecker Product Multiplication with Rectangular Factors. SIAM J. Sci. Comput. 37(5) (2015) - 2013
- [j20]Hendrik Baumann, Tugrul Dayar, M. Can Orhan, Werner Sandmann:
On the numerical solution of Kronecker-based infinite level-dependent QBD processes. Perform. Evaluation 70(9): 663-681 (2013) - 2012
- [j19]Tugrul Dayar, M. Can Orhan:
Kronecker-Based Infinite Level-Dependent QBD Processes. J. Appl. Probab. 49(4): 1166-1187 (2012) - 2011
- [j18]Tugrul Dayar, Holger Hermanns, David Spieler, Verena Wolf:
Bounding the equilibrium distribution of Markov population models. Numer. Linear Algebra Appl. 18(6): 931-946 (2011) - 2010
- [c5]Tugrul Dayar, Linar Mikeev, Verena Wolf:
On the Numerical Analysis of Stochastic Lotka-Volterra Models. IMCSIT 2010: 289-296
2000 – 2009
- 2009
- [c4]Tugrul Dayar:
Analyzing Large Sparse Markov Chains of Kronecker Products. QEST 2009: 5 - [c3]Tugrul Dayar, Gökçe Nil Noyan:
A software tool for the steady-state analysis of Google-like stochastic matrices. VALUETOOLS 2009: 14 - 2008
- [j17]Tugrul Dayar, Akin Meriç:
Kronecker representation and decompositional analysis of closed queueing networks with phase-type service distributions and arbitrary buffer sizes. Ann. Oper. Res. 164(1): 193-210 (2008) - 2007
- [j16]Peter Buchholz, Tugrul Dayar:
On the Convergence of a Class of Multilevel Methods for Large Sparse Markov Chains. SIAM J. Matrix Anal. Appl. 29(3): 1025-1049 (2007) - [c2]Wolfgang E. Nagel, Bruno Gaujal, Tugrul Dayar, Nihal Pekergin:
Topic 2 Performance Prediction and Evaluation. Euro-Par 2007: 83 - 2005
- [j15]Nihal Pekergin, Tugrul Dayar, Denizhan N. Alparslan:
Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering. Eur. J. Oper. Res. 165(3): 810-825 (2005) - [j14]Tugrul Dayar, Nail Akar:
Computing Moments of First Passage Times to a Subset of States in Markov Chains. SIAM J. Matrix Anal. Appl. 27(2): 396-412 (2005) - [j13]Peter Buchholz, Tugrul Dayar:
Block SOR Preconditioned Projection Methods for Kronecker Structured Markovian Representations. SIAM J. Sci. Comput. 26(4): 1289-1313 (2005) - [c1]Tugrul Dayar:
On Moments of Discrete Phase-Type Distributions. EPEW/WS-FM 2005: 51-63 - 2004
- [j12]Peter Buchholz, Tugrul Dayar:
Comparison of Multilevel Methods for Kronecker-based Markovian Representations. Computing 73(4): 349-371 (2004) - [e1]Cevdet Aykanat, Tugrul Dayar, Ibrahim Korpeoglu:
Computer and Information Sciences - ISCIS 2004, 19th International Symposium, Kemer-Antalya, Turkey, October 27-29, 2004. Proceedings. Lecture Notes in Computer Science 3280, Springer 2004, ISBN 3-540-23526-4 [contents] - 2003
- [j11]Oleg Gusak, Tugrul Dayar, Jean-Michel Fourneau:
Lumpable continuous-time stochastic automata networks. Eur. J. Oper. Res. 148(2): 436-451 (2003) - [j10]Oleg Gusak, Tugrul Dayar, Jean-Michel Fourneau:
Iterative disaggregation for a class of lumpable discrete-time stochastic automata networks. Perform. Evaluation 53(1): 43-69 (2003) - [j9]Tugrul Dayar, Jean-Michel Fourneau, Nihal Pekergin:
Transforming stochastic matrices for stochastic comparison with the st-order. RAIRO Oper. Res. 37(2): 85-97 (2003) - 2002
- [j8]Tugrul Dayar, Franck Quessette:
Quasi-Birth-and-Death Processes with Level-Geometric Distribution. SIAM J. Matrix Anal. Appl. 24(1): 281-291 (2002) - 2001
- [j7]Oleg Gusak, Tugrul Dayar, Jean-Michel Fourneau:
Stochastic Automata Networks and Near Complete Decomposability. SIAM J. Matrix Anal. Appl. 23(2): 581-599 (2001) - 2000
- [j6]Tugrul Dayar, William J. Stewart:
Comparison of Partitioning Techniques for Two-Level Iterative Solvers on Large, Sparse Markov Chains. SIAM J. Sci. Comput. 21(5): 1691-1705 (2000)
1990 – 1999
- 1998
- [j5]Ertugrul Uysal, Tugrul Dayar:
Iterative methods based on splittings for stochastic automata networks. Eur. J. Oper. Res. 110(1): 166-186 (1998) - [j4]Tugrul Dayar:
State Space Orderings for Gauss-Seidel in Markov Chains Revisited. SIAM J. Sci. Comput. 19(1): 148-154 (1998) - 1997
- [j3]Tugrul Dayar, William J. Stewart:
Quasi Lumpability, Lower-Bounding Coupling Matrices, and Nearly Completely Decomposable Markov Chains. SIAM J. Matrix Anal. Appl. 18(2): 482-498 (1997) - 1996
- [j2]Tugrul Dayar, William J. Stewart:
On the Effects of Using the Grassmann-Taksar-Heyman Method in Iterative Aggregation-Disaggregation. SIAM J. Sci. Comput. 17(1): 287-303 (1996) - 1995
- [j1]Michele Benzi, Tugrul Dayar:
The Arithmetic Mean Method for Finding the Stationary Vector of Markov Chains. Parallel Algorithms Appl. 6(1): 25-37 (1995) - 1994
- [b1]Tugrul Dayar:
Stability and conditioning issues on the numerical solution of Markov chains (). North Carolina State University, Turkey, 1994
Coauthor Index
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