Volume 20, Number 4 (IJIEPR 2010)                   IJIEPR 2010, 20(4): 135-138 | Back to browse issues page


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Ebrahimi M, Farnoosh R. Monte Carlo Simulation to Solve the Linear Volterra Integral Equations of The Second Kind. IJIEPR. 2010; 20 (4) :135-138
URL: http://ijiepr.iust.ac.ir/article-1-101-en.html

, rfarnoosh@iust.ac.ir
Abstract:   (4814 Views)
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.
Full-Text [PDF 132 kb]   (2432 Downloads)    
Type of Study: Research | Subject: Other Related Subject
Received: 2010/05/31

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