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MONTE CARLO METHOD WITH CONTROL VARIATE FOR INTEGRAL EQUATIONS

ABSTRACT
This paper combines the successive substitution method and Monte Carlo method with a control variate to solve Fredholm integral equations of the second kind. Some examples are gives to elucidate the solution process and the results reveal the efficiency of the method.
KEYWORDS
PAPER SUBMITTED: 2017-02-20
PAPER REVISED: 2017-03-25
PAPER ACCEPTED: 2017-03-29
PUBLISHED ONLINE: 2018-09-10
DOI REFERENCE: https://doi.org/10.2298/TSCI1804765T
CITATION EXPORT: view in browser or download as text file
THERMAL SCIENCE YEAR 2018, VOLUME 22, ISSUE 4, PAGES [1765 - 1771]
REFERENCES
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© 2018 Society of Thermal Engineers of Serbia. Published by the Vinča Institute of Nuclear Sciences, Belgrade, Serbia. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution-NonCommercial-NoDerivs 4.0 International licence