A stochastic scheme for solving definite integrals
From MaRDI portal
Publication:2567234
DOI10.1016/j.apnum.2004.11.007zbMath1079.65021OpenAlexW2013469878MaRDI QIDQ2567234
Saeid Abbasbandy, Mohammad Ali Fariborzi Araghi
Publication date: 29 September 2005
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2004.11.007
numerical examplesperturbation methodCESTAC methodstochastic arithmeticclosed Newton-Cotes integration rules
Applications of stochastic analysis (to PDEs, etc.) (60H30) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)
Related Items (max. 100)
Finding optimal results in the homotopy analysis method to solve fuzzy integral equations ⋮ A reliable algorithm to check the accuracy of iterative schemes for solving nonlinear equations: an application of the CESTAC method ⋮ Dynamical strategy on homotopy perturbation method for solving second kind integral equations using the CESTAC method ⋮ The use of CESTAC method to find optimal shape parameter and optimal number of points in RBF-meshless methods to solve differential equations ⋮ Finding optimal convergence control parameter in the homotopy analysis method to solve integral equations based on the stochastic arithmetic ⋮ A novel numerical optimality technique to find the optimal results of Volterra integral equation of the second kind with discontinuous kernel ⋮ A procedure with stepsize control for solving \(n\) one-dimensional IVPs ⋮ Stepsize control for cubic spline interpolation ⋮ Valid implementation of sinc-collocation method to solve the fuzzy Fredholm integral equation ⋮ Control of accuracy on Taylor-collocation method for load leveling problem
Cites Work
This page was built for publication: A stochastic scheme for solving definite integrals