Monte Carlo Simulation to Solve the Linear Volterra Integral Equations of The Second Kind
نویسندگان
چکیده
This paper is intended to provide a numerical algorithm based on random sampling for solving the linear Volterra integral equations of the second kind. This method is a Monte Carlo (MC) method based on the simulation of a continuous Markov chain. To illustrate the usefulness of this technique we apply it to a test problem. Numerical results are performed in order to show the efficiency and accuracy of the present method.
منابع مشابه
Monte Carlo Simulation to Solve the Linear Volterra Integral Equations of The Second Kind
This paper is intended to provide a numerical algorithm based on random sampling for solving the linear Volterra integral equations of the second kind. This method is a Monte Carlo (MC) method based on the simulation of a continuous Markov chain. To illustrate the usefulness of this technique we apply it to a test problem. Numerical results are performed in order to show the efficiency and accu...
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تاریخ انتشار 2010