Monte Carlo approximation of weakly singular integral operators (Q2489142): Difference between revisions

This paper presents a multilevel Monte Carlo method for the approximation of singular integral operators. Then its convergence rate is analyzed. Moreover, optimality of the method is established based on the discussion on its lower bound and complexity. The proposed method is applied to obtain the solution of the Poisson equation in a \(d\)-dimensional ball with homogeneous Dirichlet boundary conditions.