On stochastic and quasistochastic methods for solving equations

DOI10.3103/S1063454108040109zbMATH Open1175.65004OpenAlexW2057604681MaRDI QIDQ735580FDOQ735580

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

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

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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)

Cites Work

• Title not available (Why is that?)
• Quasi-Monte Carlo algorithms for solving linear algebraic equations
• Monte Carlo difference schemes for the wave equation

Cited In (7)

• 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
• Title not available (Why is that?)

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