Deterministic and Stochastic Error Bounds in Numerical Analysis

Language: English

Published by Springer Berlin Heidelberg Okt 1988, 1988

3540503684 / 9783540503682

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -In these notes different deterministic and stochastic error bounds of numerical analysis are investigated. For many computational problems we have only partial information (such as n function values) and consequently they can only be solved with uncertainty in the answer. Optimal methods and optimal error bounds are sought if only the type of information is indicated. First, worst case error bounds and their relation to the theory of n-widths are considered; special problems such approximation, optimization, and integration for different function classes are studied and adaptive and nonadaptive methods are compared. Deterministic (worst case) error bounds are often unrealistic and should be complemented by different average error bounds. The error of Monte Carlo methods and the average error of deterministic methods are discussed as are the conceptual difficulties of different average errors. An appendix deals with the existence and uniqueness of optimal methods. This book is an introduction to the area and also a research monograph containing new results. It is addressd to a general mathematical audience as well as specialists in the areas of numerical analysis and approximation theory (especially optimal recovery and information-based complexity). 128 pp. Englisch.…

Seller Inventory # 9783540503682

Title
Deterministic and Stochastic Error Bounds in Numerical Analysis
Author
Erich Novak
Publisher
Springer Berlin Heidelberg Okt 1988
Publication year
1988
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540503684
ISBN 13
9783540503682
Item weight
207 grams
Dimensions
235x155x8 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

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AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

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