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

MaRDI QIDQ462963zbMATH OpenFDO

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

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)

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Cited in

(8)

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

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