Geodesic
On the Solution of Peierl’s Integral Equation by the Monte Carlo Method
Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 3, pp. 361-366 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The random walks used in [1] to evaluate the least eigenvalue of an integral equation can be used at the same time for computing the first eigenfunction. In the case of an infinite cylindrical region equation (1) is transformed into (2). The computation of the kernel (3) is performed simultaneously with iterations. A numerical example shows that in general the variance does not decrease when the initial function is improved. 
@article{TVP_1960_5_3_a8,
     author = {I. M. Sobol'},
     title = {On the {Solution} of {Peierl{\textquoteright}s} {Integral} {Equation} by the {Monte} {Carlo} {Method}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {361--366},
     year = {1960},
     volume = {5},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1960_5_3_a8/}
}
TY  - JOUR
AU  - I. M. Sobol'
TI  - On the Solution of Peierl’s Integral Equation by the Monte Carlo Method
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1960
SP  - 361
EP  - 366
VL  - 5
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_1960_5_3_a8/
LA  - ru
ID  - TVP_1960_5_3_a8
ER  - 
%0 Journal Article
%A I. M. Sobol'
%T On the Solution of Peierl’s Integral Equation by the Monte Carlo Method
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1960
%P 361-366
%V 5
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1960_5_3_a8/
%G ru
%F TVP_1960_5_3_a8
I. M. Sobol'. On the Solution of Peierl’s Integral Equation by the Monte Carlo Method. Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 3, pp. 361-366. http://geodesic.mathdoc.fr/item/TVP_1960_5_3_a8/