26 resultados para Integral equations.

em Bulgarian Digital Mathematics Library at IMI-BAS


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2000 Mathematics Subject Classification: 45A05, 45B05, 45E05,45P05, 46E30

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Mathematics Subject Classification: 44A05, 44A35

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An iterative Monte Carlo algorithm for evaluating linear functionals of the solution of integral equations with polynomial non-linearity is proposed and studied. The method uses a simulation of branching stochastic processes. It is proved that the mathematical expectation of the introduced random variable is equal to a linear functional of the solution. The algorithm uses the so-called almost optimal density function. Numerical examples are considered. Parallel implementation of the algorithm is also realized using the package ATHAPASCAN as an environment for parallel realization.The computational results demonstrate high parallel efficiency of the presented algorithm and give a good solution when almost optimal density function is used as a transition density.

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2000 Mathematics Subject Classification: 45G15, 26A33, 32A55, 46E15.

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Mathematics Subject Classification: 44A40, 45B05

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Mathematics Subject Classification: 26A33, 34A25, 45D05, 45E10

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If a regenerative process is represented as semi-regenerative, we derive formulae enabling us to calculate basic characteristics associated with the first occurrence time starting from corresponding characteristics for the semi-regenerative process. Recursive equations, integral equations, and Monte-Carlo algorithms are proposed for practical solving of the problem.

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A generalized convolution with a weight function for the Fourier cosine and sine transforms is introduced. Its properties and applications to solving a system of integral equations are considered.

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2000 Mathematics Subject Classification: 35J05, 35C15, 44P05

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Mathematics Subject Classification: 35J05, 35J25, 35C15, 47H50, 47G30

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Mathematics Subject Classification: 26A33, 33C60, 44A15

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We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods use quasirandom sequences with the resulting convergence rate for numerical integration as good as O((logN)^k)N^(−1)). We have shown theoretically and through numerical tests that the use of quasirandom sequences improves both the magnitude of the error and the convergence rate of the considered Monte Carlo methods. We also analyze the complexity of considered quasi-Monte Carlo algorithms and compare them to the complexity of the analogous Monte Carlo and deterministic algorithms.

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Mathematics Subject Classification 2010: 45DB05, 45E05, 78A45.

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MSC 2010: 26A33 Dedicated to Professor Rudolf Gorenflo on the occasion of his 80th anniversary

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Sufficient conditions for the existence of bounded solutions of singularly perturbed impulsive differential equations are obtained. For this purpose integral manifolds are used.