Probabilistic analysis of numerical methods for integral equations

DOI10.1216/jiea/1181075619zbMath0732.65119OpenAlexW1976513899MaRDI QIDQ808674

Stefan Heinrich

Publication date: 1991

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/jiea/1181075619

zbMATH Keywords

algorithmsrate of convergenceFredholm integral equationsWiener measureprobability measuresiterated Galerkin methodscale of Sobolev spaces

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Fredholm integral equations (45B05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

The average case complexity of the Fredholm equation of second kind with free term in \(H^ r(\Gamma)\) ⋮ The Monte Carlo Complexity of Fredholm Integral Equations

Cites Work

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• Invertibility of random fredholm operators
• On the efficiency of algorithms of analysis
• Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations^∗
• The fundamental theorem of algebra and complexity theory
• Mappings of Gaussian Cylindrical Measures in Banach Spaces
• Improvement by Iteration for Compact Operator Equations

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