
doi: 10.1007/bf02106607
Our topic is approximation to a solution \(\varphi (x)\) of the one-dimensional integral equation of the second kind \[ \varphi (x) = \int^b_a k(x',x) \varphi (x') dx' + \psi (x) \quad \text{or} \quad \varphi = K \varphi + \psi, \tag{1} \] where \(x \in [a,b] \subset \mathbb{R}\), the functions \(k\) and \(\psi\) are known, \(\psi \in L_\infty\), \(K \in [L_\infty \to L_\infty]\); moreover, \(|K_1 |< 1\), where \(K_1\) is the operator with kernel \(k_1 (x',x) = |k (x',x) |\). We study discrete-stochastic numerical procedures for global estimation of a solution to equation (1). We introduce a discrete mesh \(\{x_i\}\) in \([a,b]\), calculate the values \(\{\varphi (x_i)\}\) by the Monte Carlo method, and afterwards interpolate the function \(\varphi (x)\) by using the values at the nodes of the mesh.
Monte Carlo method, convergence asymptotics, Monte Carlo methods, Fredholm integral equations, Numerical methods for integral equations, discrete-stochastic numerical methods, integral equation of the second kind
Monte Carlo method, convergence asymptotics, Monte Carlo methods, Fredholm integral equations, Numerical methods for integral equations, discrete-stochastic numerical methods, integral equation of the second kind
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