Dominant eigenvalue problem for positive integral operators and its solution by Monte Carlo method

Kyncl, Jan. "Dominant eigenvalue problem for positive integral operators and its solution by Monte Carlo method." Applications of Mathematics 43.3 (1998): 161-171. <http://eudml.org/doc/33005>.

@article{Kyncl1998,
abstract = {In this paper, a method of numerical solution to the dominant eigenvalue problem for positive integral operators is presented. This method is based on results of the theory of positive operators developed by Krein and Rutman. The problem is solved by Monte Carlo method constructing random variables in such a way that differences between results obtained and the exact ones would be arbitrarily small. Some numerical results are shown.},
author = {Kyncl, Jan},
journal = {Applications of Mathematics},
keywords = {Monte Carlo method; integral operators; positive operators; Monte Carlo method; integral operators; positive operators},
language = {eng},
number = {3},
pages = {161-171},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Dominant eigenvalue problem for positive integral operators and its solution by Monte Carlo method},
url = {http://eudml.org/doc/33005},
volume = {43},
year = {1998},
}

TY - JOUR
AU - Kyncl, Jan
TI - Dominant eigenvalue problem for positive integral operators and its solution by Monte Carlo method
JO - Applications of Mathematics
PY - 1998
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 43
IS - 3
SP - 161
EP - 171
AB - In this paper, a method of numerical solution to the dominant eigenvalue problem for positive integral operators is presented. This method is based on results of the theory of positive operators developed by Krein and Rutman. The problem is solved by Monte Carlo method constructing random variables in such a way that differences between results obtained and the exact ones would be arbitrarily small. Some numerical results are shown.
LA - eng
KW - Monte Carlo method; integral operators; positive operators; Monte Carlo method; integral operators; positive operators
UR - http://eudml.org/doc/33005
ER -