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Method Monte-Carlo for solving of non-linear integral equations
- Publication Year :
- 2021
-
Abstract
- We offer in this short report a simple Monte-Carlo method for solving a well-posed non-linear integral equations of second Fredholm's and Volterra's type and built a confidence region for solution in an uniform norm, applying the grounded Central Limit Theorem in the Banach space of continuous functions. We prove that the rate of convergence our method coincides with the classical one
- Subjects :
- Mathematics - Numerical Analysis
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2102.07859
- Document Type :
- Working Paper