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THE CALCULATION OF SOLUTIONS OF INTEGRAL EQUATIONS BY THE MONTE CARLO METHOD

Journal: Science Journal "NovaInfo" (Vol.2, No. 53)

Publication Date:

Authors : ;

Page : 9-12

Keywords : HIGH DIMENSION; INTEGRAL EQUATION; MONTE CARLO METHOD;

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Abstract

This article describes a statistical method for solving Fredholm integral equations of large dimension. The proposed approach allows to extend the range of problems in the theory of integral equations to be solved by the Monte Carlo method. An example that demonstrates the effectiveness of this method is described.

Last modified: 2017-09-20 16:50:59