ランダムパルスを用いた積分方程式の解法

概要

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Various methods of solving an integral equation by the principle of the Monte Carlo method have been Proposed. Most of them, however, need complicated procedures of calculations with many restrictions, such as all the functions involved in the integral equation must be non-negative. This paper presents a new method of solving the integral equation by the Monte Carlo method with its accuracy evaluation. A Point series is generated by the random number source whose probability density function coincides with the kernel of the given integral equation, and an average of the inhomogeneous term of the equation is calculated by the generated random point series to obtain the solution. This method can be easily modifed to become free from the signs of the kernel and inhomogeneous terms, and can be applied to the Volterra type. By using the above theory,a new type of integral equation analyzer is constructed.
一般社団法人情報処理学会の論文
1978-07-15