Monte Carlo method for solving Fredholm integral equations of the second kind

DOI10.1016/J.AMC.2007.04.097zbMATH Open1131.65109OpenAlexW2034228208MaRDI QIDQ2467430FDOQ2467430

Rahman Farnoosh, Morteza Ebrahimi

Publication date: 21 January 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.04.097

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• scientific article; zbMATH DE number 3956392

zbMATH Keywords

Markov chainnumerical resultsMonte Carlo methodFredholm integral equation

Mathematics Subject Classification ID

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

Cites Work

• Monte Carlo complexity of global solution of integral equations
• Using the WPG method for solving integral equations of the second kind
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• Monte Carlo method via a numerical algorithm to solve a parabolic problem
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• The Petrov--Galerkin and Iterated Petrov--Galerkin Methods for Second-Kind Integral Equations
• Monte Carlo approximation of weakly singular integral operators
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Cited In (39)

• Numerical study of two-dimensional Volterra integral equations by RDTM and comparison with DTM
• Mean-square optimization of Monte Carlo algorithms for estimation of the solution to an integral equation of the second kind
• Quasi-Monte Carlo method for solving Fredholm equations
• A Hermite collocation method for the approximate solutions of high-order linear Fredholm integro-differential equations
• A performance assessment of an HDG method for second-order Fredholm integro-differential equation: existence-uniqueness and approximation
• Solution of high-order linear Fredholm integro-differential equations with piecewise intervals
• Title not available (Why is that?)
• Using the Monte Carlo method to solve integral equations using a modified control variate
• A Bernoulli polynomial approach with residual correction for solving mixed linear Fredholm integro-differential-difference equations
• The method of moments for solution of second kind Fredholm integral equations based on B-spline wavelets
• A new Bernoulli matrix method for solving high-order linear and nonlinear Fredholm integro-differential equations with piecewise intervals
• Fibonacci collocation method for solving high-order linear Fredholm integro-differential-difference equations
• Title not available (Why is that?)
• The Monte Carlo Markov chain method for solving the modified anomalous fractional sub-diffusion equation
• Monte Carlo methods for solving boundary value problems of the second and third kinds
• Existence and uniqueness of nontrivial collocation solutions of implicitly linear homogeneous Volterra integral equations
• Application of Euler matrix method for solving linear and a class of nonlinear Fredholm integro-differential equations
• Title not available (Why is that?)
• Monte Carlo Splitting Importance Sampling
• Cardinal functions for Legendre pseudo-spectral method for solving the integro-differential equations
• Title not available (Why is that?)
• Laguerre collocation method for solving Fredholm integro-differential equations with functional arguments
• Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind
• A new collocation method for solution of mixed linear integro-differential-difference equations
• Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations
• Weak form quadrature solution of 2mth-order Fredholm integro-differential equations
• Path integrals formulations leading to propagator evaluation for coupled linear physics in large geometric models
• Title not available (Why is that?)
• Monte Carlo Method for Solving the Fredholm Integral Equations of the Second Kind
• Title not available (Why is that?)
• A Bessel polynomial approach for solving general linear Fredholm integro-differential–difference equations
• Title not available (Why is that?)
• A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
• Monte Carlo simulation for solving Fredholm integral equations
• Numerical solution of Volterra-Fredholm integral equation systems by operational matrices of integration based on Bernstein multi-scaling polynomials
• A stochastic Galerkin approach to uncertainty quantification in poroelastic media
• Title not available (Why is that?)
• Solving nonlinear Fredholm differential integral equations by Monte Carlo method
• An epidemiology model involving high-order linear Fredholm integro-differential-difference equations via a novel balancing collocation technique

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