We offer in this short report a simple Monte-Carlo method for solving a well-posed non-linear integral equations of second Fredholm's and Volterra's type and built a confidence region for solution in an uniform norm, applying the grounded Central Limit Theorem in the Banach space of continuous functions. We prove that the rate of convergence our method coincides with the classical one
翻译:我们在这个简短的报告中提出一个简单的蒙特-卡洛方法,用以解决Fredholm和Volterra第二型Fredholm和Volterra的精密非线性整体方程式,并建立一个信任区,以统一准则解决问题,在Banach空间应用有连续功能的有根中央限制理论。 我们证明,我们方法的趋同率与传统方法的趋同率相吻合。