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Paper Information

Journal:   INTERNATIONAL JOURNAL OF INDUSTRIAL ENGINEERING AND PRODUCTION RESEARCH (IJIE) (ENGLISH)   MARCH 2010 , Volume 20 , Number 4; Page(s) 135 To 138.
 
Paper: 

MONTE CARLO SIMULATION TO SOLVE THE LINEAR VOLTERRA INTEGRAL EQUATIONS OF THE SECOND KIND

 
 
Author(s):  FARNOUSH R.*, EBRAHIMI M.
 
* SCHOOL OF MATHEMATICS, IRAN UNIVERSITY OF SCIENCE AND TECHNOLOGY
 
Abstract: 

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.

 
Keyword(s): MONTE CARLO METHOD, MARKOV CHAIN, COMPUTER SIMULATION, VOLTERRA INTEGRAL EQUATION OF THE SECOND KIND
 
References: 
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