Monte Carlo method for solving Fredholm integral equations of the second kind

被引：42
|
作者：
Farnoosh, R. [1 ]
Ebrahimi, M. [2 ]
机构：
[1] Iran Univ Sci & Technol, Fac Math, Tehran 16844, Iran
[2] Slamic Azad Univ Karaj Branch, Dept Math, Karaj, Iran
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2008年 / 195卷 / 01期
关键词：
Monte Carlo method; Markov chain; simulation; Fredholm integral equation;
D O I：
10.1016/j.amc.2007.04.097
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we present a numerical method based on random sampling for the solution of Fredholm integral equations of the second kind. This method is a Monte Carlo method based on the simulation of a continuous Markov chain. To illustrate the usefulness of this technique we apply it to some test problems. Numerical results are performed in order to show the efficiency and accuracy of the present work. (C) 2007 Elsevier Inc. All rights reserved.
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页码：309 / 315
页数：7
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