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Convergence and optimization of smooth discretely stochastic procedures for globally estimating the solution of an integral equation of the second kind
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A. V. VOYTISHEK
Published/Copyright:
October 22, 2009
Published Online: 2009-10-22
Published in Print: 1999
Walter de Gruyter
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Articles in the same Issue
- On some interpolation process by polynomials of degree 4m+1 on the triangle
- Solution of inverse problems for hyperbolic equations by the Monte Carlo method
- On estimates of the convergence rate of iterative incomplete factorization methods
- Control operators and iterative algorithms in problems of reconstructing source functions and initial data
- Convergence and optimization of smooth discretely stochastic procedures for globally estimating the solution of an integral equation of the second kind
Articles in the same Issue
- On some interpolation process by polynomials of degree 4m+1 on the triangle
- Solution of inverse problems for hyperbolic equations by the Monte Carlo method
- On estimates of the convergence rate of iterative incomplete factorization methods
- Control operators and iterative algorithms in problems of reconstructing source functions and initial data
- Convergence and optimization of smooth discretely stochastic procedures for globally estimating the solution of an integral equation of the second kind
