Monte Carlo Method for Solving the Fredholm Integral Equations of the Second Kind (Q5299770)

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scientific article; zbMATH DE number 6179485
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Monte Carlo Method for Solving the Fredholm Integral Equations of the Second Kind
scientific article; zbMATH DE number 6179485

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    Monte Carlo Method for Solving the Fredholm Integral Equations of the Second Kind (English)
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    21 June 2013
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    Monte Carlo algorithms
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    linear Fredholm integral equation of the second kind
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    Simpson's quadrature rule
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    finite discrete Markov chain
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    numerical examples
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