Monte Carlo approximation of weakly singular integral operators (Q2489142)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo approximation of weakly singular integral operators |
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Monte Carlo approximation of weakly singular integral operators (English)
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16 May 2006
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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.
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weakly singular integral operator
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lower bounds
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complexity
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Poisson equation
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multilevel Monte Carlo method
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convergence
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