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

zbMath1309.65156MaRDI QIDQ462963

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

zbMATH Keywords

convergence; Fredholm integral equations; error estimation; stochastic algorithm; numerical result; continuous Markov chain Monte Carlo method

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C05: Monte Carlo methods

65R20: Numerical methods for integral equations

65C40: Numerical analysis or methods applied to Markov chains

45B05: Fredholm integral equations