The problem of global solution of Fredholm integral equations is studied. This means that one seeks to approximate the full solution function (as opposed to the local problem, whe...
In this work we study the computational complexity of a class of grid Monte Carlo algorithms for integral equations. The idea of the algorithms consists in an approximation of the ...
We study the randomized approximation of weakly singular integral operators. For a suitable class of kernels having a standard type of singularity and being otherwise of finite sm...
In the last decades enormous advances have been made possible for modelling complex (physical) systems by mathematical equations and computer algorithms. To deal with very long run...
Monte Carlo integration is a powerful technique for the evaluation of difficult integrals. Applications in rendering include distribution ray tracing, Monte Carlo path tracing, a...