Title of article :
Monte Carlo Simulation to Solve the Linear Volterra Integral Equations of The Second Kind
Author/Authors :
Farnoosh, R. iran university of science and technology - School of Mathematics, تهران, ايران , Ebrahimi, M. iran university of science and technology - School of Mathematics, تهران, ايران
Abstract :
This paper is intended to provide a numerical algorithm based on random sampling for solving the linear Volterra integral equations of the secondkind. This method is a Monte Carlo (MC) method based on the simulationof a continuous Markov chain. To illustrate the usefulness of thistechnique we apply it to a test problem. Numerical results are performedin order to show the efficiency and accuracy of the present method.
Keywords :
Monte Carlo method , Markov chain , Computer simulation , Volterra integralequation of the second kind
Journal title :
International Journal of Industrial Engineering and Production Research
Journal title :
International Journal of Industrial Engineering and Production Research
