Probabilistic analysis of numerical methods for integral equations

DOI10.1216/JIEA/1181075619MaRDI QIDQ808674zbMATH OpenOpenAlexFDO

Authors Stefan Heinrich

Publication date 1991

Published in Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1216/jiea/1181075619

zbMATH Keywords

algorithmsrate of convergenceWiener measureFredholm integral equationsprobability measuresiterated Galerkin methodscale of Sobolev spaces

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

Recommendations

• scientific article; zbMATH DE number 1239957
• Probabilistic solutions of integral equations from optimal control
• scientific article; zbMATH DE number 515830
• The Monte Carlo Complexity of Fredholm Integral Equations
• scientific article; zbMATH DE number 4115912

Cites work

• scientific article; zbMATH DE number 3913327 (Why is no real title available?)
• scientific article; zbMATH DE number 3980111 (Why is no real title available?)
• scientific article; zbMATH DE number 193625 (Why is no real title available?)
• scientific article; zbMATH DE number 3550114 (Why is no real title available?)
• scientific article; zbMATH DE number 3613881 (Why is no real title available?)
• Approximation of linear functionals on a Banach space with a Gaussian measure
• Approximation of linear operators on a Wiener space
• Average case optimal algorithms in Hilbert spaces
• Deterministic and stochastic error bounds in numerical analysis
• Gaussian measure in Hilbert space and applications in numerical analysis
• Gaussian measures in Banach spaces
• Improvement by Iteration for Compact Operator Equations
• Invertibility of random fredholm operators
• Mappings of Gaussian Cylindrical Measures in Banach Spaces
• On the efficiency of algorithms of analysis
• Optimal algorithms for linear problems with Gaussian measures
• Probabilistic complexity analysis for linear problems in bounded domains
• Random integral equations with applications to life sciences and engineering
• Some inequalities for Gaussian processes and applications
• The fundamental theorem of algebra and complexity theory
• Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations^∗

Cited in

(10)

• scientific article; zbMATH DE number 4174062 (Why is no real title available?)
• Probabilistic analysis of Simpson's quadrature
• Probabilistic solutions of integral equations from optimal control
• scientific article; zbMATH DE number 6815826 (Why is no real title available?)
• scientific article; zbMATH DE number 750752 (Why is no real title available?)
• scientific article; zbMATH DE number 4133228 (Why is no real title available?)
• The average case complexity of the Fredholm equation of second kind with free term in H^ r()
• Probabilistic analysis of numerical integration algorithms
• Corrections to Probabilistic analysis of numerical methods for integral equations
• The Monte Carlo Complexity of Fredholm Integral Equations

This page was built for publication: Probabilistic analysis of numerical methods for integral equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808674)