The Monte Carlo complexity of Fredholm integral equations
نویسندگان
چکیده
منابع مشابه
The Monte Carlo Complexity of Fredholm Integral Equations
A complexity study of Monte Carlo methods for Fredholm integral equations is carried out. We analyze the problem of computing a functional p.(y), where y is the solution of a Fredholm integral equation y(s)= [ k(s,t)y(t)dt + f(s), seP", Jjm on the w-dimensional unit cube Im , where the kernel k and right-hand side / are given r times differentiable functions. We permit stochastic numerical meth...
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The problem of global solution of Fredholm integral equations is studied. This means that one seeks to approximate the full solution function (as opposed to the local problem, where only the value of the solution in a single point or a functional of the solution is sought). The Monte Carlo complexity is analyzed, i. e. the complexity of stochastic solution of this problem. The framework for thi...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1993
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-1993-1153164-3