From Biased to Unbiased: Theory and Benchmarks for a New Monte Carlo Solver of Fredholm Integral Equations
We investigate biased and unbiased Monte Carlo algorithms for solving Fredholm integral equations of the second kind and for estimating linear functionals of their solutions. Fredholm integral equations provide a common mathematical framework in uncertainty quantification, Bayesian inference, physic...
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| Principais autores: | , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI AG
2026-05-01
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| Serier: | Axioms |
| Fag: | |
| Online adgang: | https://www.mdpi.com/2075-1680/15/5/338 |
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