On stochastic and quasistochastic methods for solving equations

DOI10.3103/S1063454108040109MaRDI QIDQ735580zbMATH OpenOpenAlexFDO

Authors A. I. Rukavishnikova, K. A. Timofeev, Sergeĭ Mikhaĭlovich Ermakov

Publication date 23 October 2009

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1063454108040109

zbMATH Keywords

convergencenumerical examplesquasi-Monte Carlo methodintegral equations of the second kind

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(8)

• Approximate solutions of equations by a Stirling method
• Stochastic and quasistochastic computations
• Stochastic computational methods and experiment design
• On the solution of stochastic oscillatory quadratic nonlinear equations using different techniques, a comparison study
• Solving deterministic problems via stochastic approximation. - A simple yet powerful numerical method
• MCQMC Algorithms for Solving some Classes of Equations
• Comparison of various modifications of the randomization of the successive approximation method
• scientific article; zbMATH DE number 5230276 (Why is no real title available?)

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