pith. sign in

arxiv: 1405.6344 · v1 · pith:5YTHAQLSnew · submitted 2014-05-24 · 🧮 math.NA · cs.NA

Monte Carlo computation of multiple weak singular integrals of spherical and Volterra's type

classification 🧮 math.NA cs.NA
keywords integralsmultiplesingularitiessphericalvolterraweakcarlocomputation
0
0 comments X
read the original abstract

We offer a simple method Monte Carlo for computation of Volterra's and spherical type multiple integrals with weak (integrable) singularities. An elimination of infinity of variance is achieved by incorporating singularities in the density, and we offer a highly effective way for generation of appeared multidimensional distribution. We extend offered method onto multiple Volterra's and spherical integrals with weak singularities containing parameter.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.