Markov chain Monte Carlo method to solve Fredholm integral equations

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.

Bibliographic Details
Main Author: Tian Yi
Format: Article
Language:English
Published: VINCA Institute of Nuclear Sciences 2018-01-01
Series:Thermal Science
Subjects:
Online Access:http://www.doiserbia.nb.rs/img/doi/0354-9836/2018/0354-98361804673T.pdf