A stochastic algorithm to solve multiple dimensional Fredholm integral equations of the second kind

zbMATH Open1309.65156MaRDI QIDQ462963FDOQ462963

Authors: Rahman Farnoosh, Mahboubeh Aalaei 

Publication date: 22 October 2014

Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://bims.iranjournals.ir/article_508_62.html

Recommendations

• A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
• Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind
• scientific article; zbMATH DE number 7709518
• Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations
• Stochastic algorithms for solving the Dirichlet boundary value problem for certain second-order elliptic equations with discontinuous coefficients
• scientific article; zbMATH DE number 1752641
• Numerical solution of two-dimensional stochastic Fredholm integral equations on hypercube domains via meshfree approach
• Stochastic numerical approach for solving second order nonlinear singular functional differential equation
• Two stochastic methods for solving integral equations and their comparison
• scientific article

zbMATH Keywords

convergencenumerical resulterror estimationstochastic algorithmFredholm integral equationscontinuous Markov chain Monte Carlo 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) Fredholm integral equations (45B05)

Cited In (6)

• On solving integral equations using Markov chain Monte Carlo methods
• Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind
• Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations
• Monte Carlo method for solving Fredholm integral equations of the second kind
• Two stochastic methods for solving integral equations and their comparison
• Numerical solution of two-dimensional stochastic Fredholm integral equations on hypercube domains via meshfree approach

This page was built for publication: A stochastic algorithm to solve multiple dimensional Fredholm integral equations of the second kind

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q462963)