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.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call