4 resultados para Linear functionals

em Bulgarian Digital Mathematics Library at IMI-BAS


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2000 Mathematics Subject Classification: 60J80.

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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: 46B70, 41A10, 41A25, 41A27, 41A35, 41A36, 42A10.

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2000 Mathematics Subject Classification: 46B70, 41A25, 41A17, 26D10. ∗Part of the results were reported at the Conference “Pioneers of Bulgarian Mathematics”, Sofia, 2006.