%0 Journal Article
%A Ebrahimi, M.
%A Farnoosh, R.
%T Monte Carlo Simulation to Solve the Linear Volterra Integral Equations of The Second Kind
%J International Journal of Industiral Engineering & Producion Research
%V 20
%N 4
%U http://ijiepr.iust.ac.ir/article-1-101-en.html
%R
%D 2010
%K Monte Carlo method, Markov chain, Computer simulation, Volterra integral equation of the second kind,
%X 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.
%> http://ijiepr.iust.ac.ir/article-1-101-en.pdf
%P 135-138
%& 135
%!
%9 Research
%L A-10-1-56
%+
%G eng
%@ 2008-4889
%[ 2010