Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind

DOI10.1007/978-3-031-32412-3_27zbMath1521.65148OpenAlexW4376623949MaRDI QIDQ6155227

Rayna Georgieva, Tzvetan Ostromsky, Venelin Todorov, Ivan T. Dimov

Publication date: 12 June 2023

Published in: Numerical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-32412-3_27

zbMATH Keywords

Fredholm integral equations of the second kindLiouville-Neumann seriesoptimized stochastic approaches based on modified Sobol quasirandom sequencesunbiased stochastic approach

Mathematics Subject Classification ID

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

Cites Work

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• Advanced algorithms for multidimensional sensitivity studies of large-scale air pollution models based on Sobol sequences
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• Monte Carlo method for solving Fredholm integral equations of the second kind
• Multidimensional Sensitivity Analysis of Large-Scale Mathematical Models
• Monte Carlo Method for Numerical Integration Based on Sobol’s Sequences
• Algorithm 659
• Monte Carlo Methods for Applied Scientists
• “Monte Carlo” Methods for the Iteration of Linear Operators

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