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Monte Carlo Simulation to Solve the Linear Volterra Integral Equations of the Second Kind
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نویسنده
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Farnoosh R. ,Ebrahimi M.
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منبع
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international journal of industrial engineering and production research - 2010 - دوره : 20 - شماره : 4 - صفحه:135 -138
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چکیده
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This paper is intended to provide a numerical algorithm based on random sampling for solving the linear volterra integral equations of the secondkind. this method is a monte carlo (mc) method based on the simulationof a continuous markov chain. to illustrate the usefulness of thistechnique we apply it to a test problem. numerical results are performedin order to show the efficiency and accuracy of the present method.
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کلیدواژه
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Monte Carlo method ,Markov chain ,Computer simulation ,Volterra integralequation of the second kind
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آدرس
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iran university of science and technology, School of Mathematics, ایران, iran university of science and technology, School of Mathematics, ایران
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پست الکترونیکی
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mo.ebrahimi@iust.ac.ir.
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Authors
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