On the errors of discretely stochastic procedures in estimating globally the solution of an integral equation of the second kind

DOI10.1515/rnam.1996.11.1.71zbMath0854.65120OpenAlexW1996771005MaRDI QIDQ4879150

A. V. Voitishek

Publication date: 22 January 1997

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam.1996.11.1.71

zbMATH Keywords

error estimatesMonte Carlo methodintegral equations of the second kinddiscretely stochastic procedures

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

Related Items (5)

Convergence of discrete-stochastic numerical procedures with independent or weakly dependent estimators at grid nodes ⋮ Monte Carlo approximation of weakly singular integral operators ⋮ The discrete-stochastic approaches to solving the linearized Boltzmann equation ⋮ Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation ⋮ Monte Carlo complexity of global solution of integral equations

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