Probabilistic analysis of numerical methods for integral equations

DOI10.1216/JIEA/1181075619zbMATH Open0732.65119OpenAlexW1976513899MaRDI QIDQ808674FDOQ808674

Authors: Stefan Heinrich 

Publication date: 1991

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/jiea/1181075619

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zbMATH Keywords

algorithmsrate of convergenceWiener measureFredholm integral equationsprobability measuresiterated Galerkin methodscale of Sobolev spaces

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

Cites Work

• Gaussian measures in Banach spaces
• Some inequalities for Gaussian processes and applications
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• Probabilistic complexity analysis for linear problems in bounded domains
• Average case optimal algorithms in Hilbert spaces
• Deterministic and stochastic error bounds in numerical analysis
• The fundamental theorem of algebra and complexity theory
• Random integral equations with applications to life sciences and engineering
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• Mappings of Gaussian Cylindrical Measures in Banach Spaces
• Improvement by Iteration for Compact Operator Equations
• On the efficiency of algorithms of analysis
• Optimal algorithms for linear problems with Gaussian measures
• Gaussian measure in Hilbert space and applications in numerical analysis
• Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations^∗
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• Approximation of linear functionals on a Banach space with a Gaussian measure
• Approximation of linear operators on a Wiener space
• Invertibility of random fredholm operators

Cited In (10)

• Title not available (Why is that?)
• Probabilistic analysis of Simpson's quadrature
• Probabilistic solutions of integral equations from optimal control
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The average case complexity of the Fredholm equation of second kind with free term in \(H^ r(\Gamma)\)
• Probabilistic analysis of numerical integration algorithms
• Corrections to Probabilistic analysis of numerical methods for integral equations
• The Monte Carlo Complexity of Fredholm Integral Equations

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