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We present an efficient numerical algorithm for computing the eigenvalue of the linear homogeneous integral equations. The proposed algorithm is based on antithetic Monte Carlo algorithm and a low-discrepancy sequence, namely, Faure sequence. To reduce the computational time we reduce the variance by using the antithetic variance reduction procedure. Numerical results show that our scheme is robust and accurate.

A Robust and Accurate Quasi-Monte Carlo Algorithm for Estimating Eigenvalue of Homogeneous Integral Equations