Abstract

Application of monte carlo method in numerical integral equations

Author(s): Junfeng Lai, Zaizai Yan, JingyuWang

In this paper,we review the history of Monte Carlo methods. Then we study a numericalmethod bas-ed onMonte Carlo methods for the solution of integral equations.We give some numerical results. The results are supported by an application withMonte Carlo methods.Some concluding remarks are givenAccording to the numerical results.