Monte Carlo Simulation to Solve the Linear Volterra Integral Equations of The Second Kind
This paper is intended to provide a numerical algorithm based on random sampling for solving the linear Volterra integral equations of the second kind. This method is a Monte Carlo (MC) method based on the simulation of a continuous Markov chain. To illustrate the usefulness of this technique we app...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Iran University of Science & Technology
2010-04-01
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| Series: | International Journal of Industrial Engineering and Production Research |
| Subjects: | |
| Online Access: | http://ijiepr.iust.ac.ir/browse.php?a_code=A-10-1-56&slc_lang=en&sid=1 |
| Summary: | This paper is intended to provide a numerical algorithm based on random sampling for solving the linear Volterra integral equations of the second kind. This method is a Monte Carlo (MC) method based on the simulation of a continuous Markov chain. To illustrate the usefulness of this technique we apply it to a test problem. Numerical results are performed in order to show the efficiency and accuracy of the present method. |
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| ISSN: | 2008-4889 2345-363X |