The Monte Carlo Complexity of Fredholm Integral Equations

DOI10.2307/2153165zbMath0795.65095OpenAlexW4240887893MaRDI QIDQ4293967

Peter Mathé, Stefan Heinrich

Publication date: 10 July 1994

Full work available at URL: https://doi.org/10.2307/2153165

zbMATH Keywords

complexityFredholm integral equationsMonte Carlo methodsstochastic numerical methodsoptimal algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05) Complexity and performance of numerical algorithms (65Y20)

Related Items

Tractability of the Fredholm problem of the second kind, Variance reduction by means of deterministic computation: Collision estimate, On the quantum and randomized approximation of linear functionals on function spaces, Monte Carlo complexity of global solution of integral equations

Cites Work

• Probabilistic analysis of numerical methods for integral equations
• Random approximation of Sobolev embeddings
• Deterministic and stochastic error bounds in numerical analysis
• Complexity of the problem of finding the solutions of Fredholm equations of the second kind with smooth kernels. II
• Complexity of the problem of finding the solutions of fredholm equations of the second kind with smooth kernels. I
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