On the errors of discretely stochastic procedures in estimating globally the solution of an integral equation of the second kind

DOI10.1515/RNAM.1996.11.1.71MaRDI QIDQ4879150zbMATH OpenOpenAlexFDO

Authors A. V. Vojtishek

Publication date 22 January 1997

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/rnam.1996.11.1.71

zbMATH Keywords

error estimatesMonte Carlo methodintegral equations of the second kinddiscretely stochastic procedures

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

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Cited in

(9)

• Discretization error of irregular sampling approximations of stochastic integrals
• Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation
• The discrete-stochastic approaches to solving the linearized Boltzmann equation
• Monte Carlo complexity of global solution of integral equations
• Convergence asymptotics of discrete-stochastic numerical methods for global estimation of a solution to an integral equation of the second kind
• A stochastic approach to global error estimation in ODE multistep numerical integration
• Convergence of discrete-stochastic numerical procedures with independent or weakly dependent estimators at grid nodes
• Complete optimization of a discrete stochastic numerical procedure for globally estimating the solution of an integral equation of the second kind
• Monte Carlo approximation of weakly singular integral operators

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