Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4634087 | Applied Mathematics and Computation | 2008 | 7 Pages |
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
Authors
R. Farnoosh, M. Ebrahimi,