Worst case error for integro-differential equations by a lattice-Nyström method

Rostamy Davoud (), Jabbari Mohammad and Gadirian Mahshid
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Rostamy Davoud: Department of Mathematics, Imam Khomeini International University, Qazvin, Iran
Jabbari Mohammad: Department of Mathematics, Imam Khomeini International University, Qazvin, Iran
Gadirian Mahshid: Department of Mathematics, Imam Khomeini International University, Qazvin, Iran

Monte Carlo Methods and Applications, 2013, vol. 19, issue 4, 281-330

Abstract: In this paper, we make an offer of the lattice approximate method for solving a class of multi-dimensional integro-differential equations with the initial conditions. Also, we analyze the worst case error measured in weighted Korobov spaces for these equations. Finally, numerical examples complete this work.

Keywords: QMC-Nyström; lattice quadrature; worst case error; multi-dimensional integral equation; multi-dimensional integro-differential equations (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1515/mcma-2013-0013

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