A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind

DOI10.1007/S10444-019-09676-YzbMath1444.45001OpenAlexW2918938566WikidataQ128288109 ScholiaQ128288109MaRDI QIDQ2000532

Sylvain Maire, Ivan T. Dimov

Publication date: 28 June 2019

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10444-019-09676-y

zbMATH Keywords

algorithmintegral equationsunbiased approach

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) General theory of (C^*)-algebras (46L05) Fredholm integral equations (45B05)

Related Items (2)

Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind ⋮ Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations

Uses Software

• TOMS659
• Algorithm 876
• SFMT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Advanced algorithms for multidimensional sensitivity studies of large-scale air pollution models based on Sobol sequences
• Linear integral equations.
• A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations
• Monte Carlo method for solving Fredholm integral equations of the second kind
• Multidimensional Sensitivity Analysis of Large-Scale Mathematical Models
• Monte Carlo Method for Numerical Integration Based on Sobol’s Sequences
• Algorithm 876
• Algorithm 659
• Large-Scale Scientific Computing
• Monte Carlo Methods for Applied Scientists
• “Monte Carlo” Methods for the Iteration of Linear Operators

This page was built for publication: A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind