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On the errors of discretely stochastic procedures in estimating globally the solution of an integral equation of the second kind. (English) Zbl 0854.65120

The author studies accuracy estimates of numerical discretely stochastic procedures for solving integral equations of the second kind. For the construction of the procedure a discrete grid is introduced, the solution at the grid nodes by the Monte Carlo method is estimated, and the solution is approximated by the values obtained at the nodes. The errors of the numerical method are considered in the probabilistic metrics of spaces \(L_2\) and \(\mathbb{C}\).
Reviewer: L.Hącia (Poznań)

MSC:

65R20 Numerical methods for integral equations
65C05 Monte Carlo methods
45B05 Fredholm integral equations
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