Adaptive Stochastic Methods

Language: English

Published by De Gruyter, DE, 2018

3110553643 / 9783110553642

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This monograph develops adaptive stochastic methods in computational mathematics. The authors discuss the basic ideas of the algorithms and ways to analyze their properties and efficiency. Methods of evaluation of multidimensional integrals and solutions of integral equations are illustrated by multiple examples from mechanics, theory of elasticity, heat conduction and fluid dynamics. Contents Part I: Evaluation of IntegralsFundamentals of the Monte Carlo Method to Evaluate Definite IntegralsSequential Monte Carlo Method and Adaptive IntegrationMethods of Adaptive Integration Based on Piecewise ApproximationMethods of Adaptive Integration Based on Global ApproximationNumerical ExperimentsAdaptive Importance Sampling Method Based on Piecewise Constant Approximation Part II: Solution of Integral EquationsSemi-Statistical Method of Solving Integral Equations NumericallyProblem of Vibration ConductivityProblem on Ideal-Fluid Flow Around an AirfoilFirst Basic Problem of Elasticity TheorySecond Basic Problem of Elasticity TheoryProjectional and Statistical Method of Solving Integral Equations Numerically.

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Title
Adaptive Stochastic Methods
Author
Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky
Publisher
De Gruyter, DE
Publication year
2018
Condition
New
Binding
Hardback
Language
English
ISBN 10
3110553643
ISBN 13
9783110553642
Item weight
657 grams

Rarewaves USA

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