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Inventi Impact: Computational Mathematics

Articles

  • Inventi:ecm/64/14
    A ROBUST AND ACCURATE QUASI-MONTE CARLO ALGORITHM FOR ESTIMATING EIGENVALUE OF HOMOGENEOUS INTEGRAL EQUATIONS
    31-Mar-2014 Research 2014 : April - June
    F Mehrdoust, B Fathi Vajargah, E Radmoghaddam

    We present an efficient numerical algorithm for computing the eigenvalue of the linear homogeneous integral equations. The\r\nproposed algorithm is based on antithetic Monte Carlo algorithm and a low-discrepancy sequence, namely, Faure sequence. To\r\nreduce the computational time we reduce the variance by using the antithetic variance reduction procedure. Numerical results\r\nshow that our scheme is robust and accurate.

    How to Cite this Article
    CC Compliant Citation: F. Mehrdoust, B. Fathi Vajargah, and E.\r\nRadmoghaddam, â??A Robust and Accurate Quasi-Monte Carlo\r\nAlgorithm for Estimating Eigenvalue of Homogeneous Integral\r\nEquations,â? ISRN Computational Mathematics, vol. 2013, Article\r\nID 891029, 6 pages, 2013. doi:10.1155/2013/891029.
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