Two stochastic methods for solving integral equations and their comparison

MaRDI QIDQ3397464zbMATH OpenFDO

Authors Kianoush Fathi Vajargah, Ali Nouri

Publication date 22 September 2009

zbMATH Keywords

Fredholm integral equationimportance separation methodMonte Carlo Markov chainnumerical examplesstochastic method

Mathematics Subject Classification ID

Fredholm integral equations (45B05) Stochastic integral equations (60H20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical methods for integral equations (65R20)

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• A stochastic algorithm to solve multiple dimensional Fredholm integral equations of the second kind
• Two variants of a stochastic Euler method for homogeneous balance differential equations *
• scientific article; zbMATH DE number 5230276 (Why is no real title available?)
• Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations

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