Convergence and optimization of smooth discretely stochastic procedures for globally estimating the solution of an integral equation of the second kind

DOI10.1515/RNAM.1999.14.2.177zbMath0932.65141OpenAlexW2083968548MaRDI QIDQ4254104

A. V. Voitishek

Publication date: 15 March 2000

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam.1999.14.2.177

zbMATH Keywords

convergenceerror estimatesnonlinear integral equationsintegral equation of the second kindestimation of solutionssmooth discrete stochastic numerical proceduresstrang-fix approximation

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Other nonlinear integral equations (45G10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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