THERMAL SCIENCE

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Yi Tian

MARKOV CHAIN MONTE CARLO METHOD TO SOLVE FREDHOLM INTEGRAL EQUATIONS

ABSTRACT
A thermal problem can be always modeled using an integral equation. This paper uses the Monte Carlo method based on the simulation of a continuous Markov chain to solve Fredholm integral equations of the second kind. Some examples are given to show the efficiency of the present work.
KEYWORDS
Monte Carlo method, Fredholm integral equation, Markov chain
PAPER SUBMITTED: 2017-02-20
PAPER REVISED: 2017-04-21
PAPER ACCEPTED: 2017-04-21
PUBLISHED ONLINE: 2018-09-09
DOI REFERENCE: https://doi.org/10.2298/TSCI1804673T
CITATION EXPORT: view in browser or download as text file
THERMAL SCIENCE YEAR 2018, VOLUME 22, ISSUE Issue 4, PAGES [1673 - 1678]
REFERENCES
  1. Farnoosh, R., Ebrahimi, M., Monte Carlo Method Via a Numerical Algorithm to Solve a Parabolic Prob-lem, Applied Mathematics and Computation, 190 (2007), 2, pp. 1593-1601
  2. Tian, Y., et al., A New Method for Solving a Class of Heat Conduction Equations, Thermal Science, 19 (2015), 4, pp. 1205-1210
  3. Tian, Y., Yan, Z. Z., Monte Carlo Method for Solving a Parabolic Problem, Thermal Science, 20 (2016), 3, pp. 933-937
  4. Farnoosh, R., Ebrahimi, M., Monte Carlo Method for Solving Fredholm Integral Equations of the Se-cond Kind, Applied Mathematics and Computation, 195 (2008), 1, pp. 309-315
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Markov chain Monte Carlo method to solve Fredholm integral equations

© 2024 Society of Thermal Engineers of Serbia. Published by the Vinča Institute of Nuclear Sciences, National Institute of the Republic of Serbia, 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