Two stochastic methods for solving integral equations and their comparison

zbMATH Open1179.65008MaRDI QIDQ3397464FDOQ3397464

Ali Nouri, Kianoush Fathi Vajargah

Publication date: 22 September 2009

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zbMATH Keywords

numerical examplesMonte Carlo Markov chainFredholm integral equationstochastic methodimportance separation method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Fredholm integral equations (45B05) Stochastic integral equations (60H20)

Cited In (5)

• A stochastic algorithm to solve multiple dimensional Fredholm integral equations of the second kind
• Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Two variants of a stochastic Euler method for homogeneous balance differential equations *

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