Article ID Journal Published Year Pages File Type
4634087 Applied Mathematics and Computation 2008 7 Pages PDF
Abstract

In this paper, we present a numerical method based on random sampling for the solution of Fredholm integral equations of the second kind. This method is a Monte Carlo method based on the simulation of a continuous Markov chain. To illustrate the usefulness of this technique we apply it to some test problems. Numerical results are performed in order to show the efficiency and accuracy of the present work.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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