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Monte Carlo method for solving Fredholm integral equations of the second kind. (English) Zbl 1131.65109
Summary: We present a numerical method based on random sampling for the solution of Fredholm integral equations of the second kind. This method is a Monte Carlo method based on the simulation of a continuous Markov chain. To illustrate the usefulness of this technique we apply it to some test problems. Numerical results are performed in order to show the efficiency and accuracy of the present work.

##### MSC:
 65R20 Integral equations (numerical methods) 65C05 Monte Carlo methods 45B05 Fredholm integral equations
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##### References:
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