چکیده: (9528 مشاهده)
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.
نوع مطالعه:
پژوهشي |
موضوع مقاله:
و موضوعات مربوط دریافت: 1389/3/10 | انتشار: 1389/1/26