Numerical solutions of Volterra integral equations by using Monte Carlo method

MaRDI QIDQ2824099zbMATH OpenFDO

Authors Zhimin Hong, Zaizai Yan

Publication date 6 October 2016

Published in Journal of Mathematics. Wuhan University (Search for Journal in Brave)

zbMATH Keywords

collocation methodimportant samplinglinear Volterra integral equationMarkov chainMonte Carlo algorithms

Mathematics Subject Classification ID

Linear integral equations (45A05) Volterra integral equations (45D05) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20)

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Cited in

(4)

• Numerical solution of a system of random Volterra integral equations. I: Successive approximation method
• Numerical solution of system of random Volterra integral equations II:Newton's method¹
• Monte Carlo method for solving the Fredholm integral equations of the second kind
• Different random numbers generators for computing Volterra integral equations of the second kind

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