Probabilistic analysis of numerical methods for integral equations
Numerical problems and algorithms for solving Fredholm integral equations are analyzed from a probabilistic point of view. The probability measures on the set of right-hand sides and on the set of kernels are fixed. The author uses Wiener type measures which are naturally related to the scale of Sobolev spaces. This allows to extend the comparison between worst and probabilistic cases. Statistical features of the approximation process - the most likely rate of convergence and the dominating individual behaviour are determined. Two typical numerical methods are studied - the Galerkin and the iterated Galerkin method.
- 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
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- 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∗
- Corrections to Probabilistic analysis of numerical methods for integral equations
- Probabilistic analysis of Simpson's quadrature
- The average case complexity of the Fredholm equation of second kind with free term in H^ r()
- Probabilistic solutions of integral equations from optimal control
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- The Monte Carlo Complexity of Fredholm Integral Equations
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- Probabilistic analysis of numerical integration algorithms
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