Monte Carlo Method for Solving the Fredholm Integral Equations of the Second Kind
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Publication:5299770
DOI10.1080/00411450.2012.695317zbMath1273.65196MaRDI QIDQ5299770
Jianrui Chen, Zhimin Hong, Zai-Zai Yan
Publication date: 21 June 2013
Published in: Transport Theory and Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00411450.2012.695317
numerical examples; Monte Carlo algorithms; Simpson's quadrature rule; linear Fredholm integral equation of the second kind; finite discrete Markov chain
65C05: Monte Carlo methods
65R20: Numerical methods for integral equations
45B05: Fredholm integral equations
45A05: Linear integral equations
Cites Work
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- Using triangular orthogonal functions for solving Fredholm integral equations of the second kind
- On solving integral equations using Markov chain Monte Carlo methods
- Solving linear integral equations of the second kind with repeated modified trapezoid quadrature method
- Monte Carlo method for solving Fredholm integral equations of the second kind
- Using the WPG method for solving integral equations of the second kind