Convergence asymptotics of discrete-stochastic numerical methods for global estimation of a solution to an integral equation of the second kind

DOI10.1007/BF02106607zbMATH Open0852.65125MaRDI QIDQ1920787FDOQ1920787

Authors: A. V. Vojtishek 

Publication date: 4 December 1996

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

Monte Carlo methodintegral equation of the second kindconvergence asymptoticsdiscrete-stochastic numerical methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

Cites Work

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• Statistical estimation of radiative flows in numerical solution of radiative-conductive heat transfer problems

Cited In (6)

• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods
• Monte Carlo complexity of global solution of integral equations
• On the paper ``Convergence asymptotics of discrete-stochastic numerical methods for global estimation of a solution to an integral equation of the second kind
• Convergence of discrete-stochastic numerical procedures with independent or weakly dependent estimators at grid nodes
• Complete optimization of a discrete stochastic numerical procedure for globally estimating the solution of an integral equation of the second kind
• Monte Carlo approximation of weakly singular integral operators

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