A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind

DOI10.1007/S10444-019-09676-YMaRDI QIDQ2000532zbMATH OpenOpenAlexWikidataFDO

Authors Sylvain Maire, I. Dimov

Publication date 28 June 2019

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10444-019-09676-y

zbMATH Keywords

algorithmintegral equationsunbiased approach

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General theory of (C^*)-algebras (46L05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

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• scientific article; zbMATH DE number 1752435

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• scientific article; zbMATH DE number 193830 (Why is no real title available?)
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• Algorithm 876
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• Monte Carlo method for solving Fredholm integral equations of the second kind
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Cited in

(4)

• A stochastic algorithm to solve multiple dimensional Fredholm integral equations of the second kind
• Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind
• Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations
• Two stochastic methods for solving integral equations and their comparison

Describes a project that uses

Uses Software

• SFMT
• Algorithm 876
• TOMS659

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