Quasi-Monte Carlo method for solving Fredholm equations

DOI10.1515/MCMA-2019-2045zbMath1495.65246OpenAlexW2970759111WikidataQ127315145 ScholiaQ127315145MaRDI QIDQ2335721

Boris V. Shukhman, Ilya M. Sobol'

Publication date: 15 November 2019

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2019-2045

zbMATH Keywords

Fredholm equationaverage dimensionSobol' sequencequasi-MCMonte Carlo methods (MC)von Neumann series

Mathematics Subject Classification ID

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

Related Items (1)

QMC integration errors and quasi-asymptotics

Uses Software

• rhalton

Cites Work

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• Quasi-Monte Carlo: a high-dimensional experiment
• On average dimensions of particle transport estimators
• A limit theorem for average dimensions
• Variance Components and Generalized Sobol' Indices
• Estimating Mean Dimensionality of Analysis of Variance Decompositions

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