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Volumn 195, Issue 1, 2008, Pages 309-315

Monte Carlo method for solving Fredholm integral equations of the second kind

Author keywords

Fredholm integral equation; Markov chain; Monte Carlo method; Simulation

Indexed keywords

MARKOV PROCESSES; MONTE CARLO METHODS; NUMERICAL METHODS; PROBLEM SOLVING; SAMPLING;

EID: 36849062235     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2007.04.097     Document Type: Article
Times cited : (61)

References (12)
  • 1
    • 34250717049 scopus 로고    scopus 로고
    • R. Farnoosh, M. Ebrahimi, in press, Monte Carlo method via a numerical algorithm to solve a parabolic problem, Applied Mathematics and Computation, doi:10.1016/j.amc.2007.02.102.
  • 3
    • 0041131703 scopus 로고
    • A general theory of stochastic estimates of the Neumann series for solution of certain Fredholm integral equations and related series
    • Meyer M.A. (Ed), Wiley, New York
    • Albert G.E. A general theory of stochastic estimates of the Neumann series for solution of certain Fredholm integral equations and related series. In: Meyer M.A. (Ed). Symposium of Monte Carlo Methods (1956), Wiley, New York 37-46
    • (1956) Symposium of Monte Carlo Methods , pp. 37-46
    • Albert, G.E.1
  • 6
    • 31644451521 scopus 로고    scopus 로고
    • Monte Carlo approximation of weakly singular integral operators
    • Heinrich S. Monte Carlo approximation of weakly singular integral operators. Journal of Complexity 22 (2006) 192-219
    • (2006) Journal of Complexity , vol.22 , pp. 192-219
    • Heinrich, S.1
  • 10
    • 0001381725 scopus 로고    scopus 로고
    • The Petrov Galerkin and iterated Petrov Galerkin methods for second-kind integral equations
    • Chen Z., and Xu Y. The Petrov Galerkin and iterated Petrov Galerkin methods for second-kind integral equations. SIAM Journal on Numerical Analysis 35 1 (1998) 406-434
    • (1998) SIAM Journal on Numerical Analysis , vol.35 , Issue.1 , pp. 406-434
    • Chen, Z.1    Xu, Y.2
  • 11
    • 19044362727 scopus 로고    scopus 로고
    • Using the WPG method for solving integral equations of the second kind
    • Maleknejad K., and Karami M. Using the WPG method for solving integral equations of the second kind. Applied Mathematics and Computation 166 (2005) 123-130
    • (2005) Applied Mathematics and Computation , vol.166 , pp. 123-130
    • Maleknejad, K.1    Karami, M.2
  • 12
    • 0000590140 scopus 로고    scopus 로고
    • Monte Carlo complexity of global solution of integral equations
    • Heinrich S. Monte Carlo complexity of global solution of integral equations. Journal of Complexity 14 (1998) 151-175
    • (1998) Journal of Complexity , vol.14 , pp. 151-175
    • Heinrich, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.