Mean-square optimization of Monte Carlo algorithms for estimation of the solution to an integral equation of the second kind

DOI10.1515/RJNAMM.2010.021MaRDI QIDQ3584496zbMATH OpenOpenAlexFDO

Authors I. N. Medvedev, G. A. Mikhaĭlov

Publication date 30 August 2010

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rjnamm.2010.021

zbMATH Keywords

error estimateintegral equationMarkov chainmean-square error minimizationMonte Carlo methodnumerical examplesecond kindVolterra equation

Mathematics Subject Classification ID

Volterra integral equations (45D05) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20)

Recommendations

• Minimax Monte-Carlo methods for solving integral equations of the second kind
• scientific article; zbMATH DE number 4129945
• scientific article; zbMATH DE number 1752435
• On the optimization of approximate integration by Monte Carlo methods
• scientific article; zbMATH DE number 4139256
• Monte Carlo method for solving the Fredholm integral equations of the second kind
• Monte Carlo method for solving Fredholm integral equations of the second kind
• scientific article; zbMATH DE number 816242
• Solution of integral equations of the second kind with a stochastic kernel using the Monte-Carlo method

Cited in

(11)

• Construction and optimization of numerically-statistical projection algorithms for solving integral equations
• Balancing of systematic and stochastic errors in Monte Carlo algorithms for integral equations
• scientific article; zbMATH DE number 3844992 (Why is no real title available?)
• Non-linear theory of optimization of statistical modelling for solving integral equations of the second kind
• scientific article; zbMATH DE number 4160084 (Why is no real title available?)
• scientific article; zbMATH DE number 4009761 (Why is no real title available?)
• scientific article; zbMATH DE number 4128274 (Why is no real title available?)
• scientific article; zbMATH DE number 599418 (Why is no real title available?)
• Error estimation and optimization in C-space of Monte Carlo iterative solution of nonlinear integral equations
• scientific article; zbMATH DE number 766285 (Why is no real title available?)
• Mean-square optimization for global Monte Carlo algorithms

This page was built for publication: Mean-square optimization of Monte Carlo algorithms for estimation of the solution to an integral equation of the second kind

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3584496)