A Robust and Accurate Quasi-Monte Carlo Algorithm for Estimating Eigenvalue of Homogeneous Integral Equations. (10th November 2013)

• Record Type: Journal Article
• Authors: Mehrdoust, F.; Vajargah, B. Fathi; Radmoghaddam, E.
• Other Names: Corti D. S. Academic Editor.; Peng Y. Academic Editor.; Richter H. Academic Editor.
• Is Part Of: ISRN computational mathematics. Volume 2013(2013)
• Publication Date: 2013-11-10
• Subjects: Numerical analysis -- Periodicals; Mathematics -- Data processing -- Periodicals; Mathematics -- Data processing; Numerical analysis; Electronic journals; Periodicals; 510
• DOI: 10.1155/2013/891029
• Languages: English
• ISSNs: 2090-7842

Abstract

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