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Adaptive Stochastic Methods

Dmitry G. Arseniev | Vladimir M. Ivanov | Maxim L. Korenevsky
€188.48
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A01=Dmitry G. Arseniev
A01=Maxim L. Korenevsky
A01=Vladimir M. Ivanov
Author_Dmitry G. Arseniev
Author_Maxim L. Korenevsky
Author_Vladimir M. Ivanov
Category1=Non-Fiction
Category=NL-PB
Category=NL-PD
Category=PBKJ
Category=PBKS
Category=PBT
Category=PDE
Category=PHD
Category=PHU
COP=Germany
Discount=15
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eq_isMigrated=0
eq_isMigrated=2
eq_nobargain
eq_non-fiction
eq_science
Format=BB
Format_Hardback
HMM=240
IMPN=De Gruyter
ISBN13=9783110553642
Language_English
Monte-Carlo-Integration
PA=Available
PD=20180109
POP=Berlin
Price_€100 to €200
PS=Active
PUB=De Gruyter
Subject=Mathematics
Subject=Science: General Issues
WG=657
WMM=170

Product details

  • ISBN 9783110553642
  • Format: Hardback
  • Weight: 657g
  • Dimensions: 170 x 240mm
  • Publication Date: 09 Jan 2018
  • Publisher: De Gruyter
  • Publication City/Country: Berlin, DE
  • Product Form: Hardback
  • Language: English
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Description

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 Integrals
Fundamentals of the Monte Carlo Method to Evaluate Definite Integrals
Sequential Monte Carlo Method and Adaptive Integration
Methods of Adaptive Integration Based on Piecewise Approximation
Methods of Adaptive Integration Based on Global Approximation
Numerical Experiments
Adaptive Importance Sampling Method Based on Piecewise Constant Approximation

Part II: Solution of Integral Equations
Semi-Statistical Method of Solving Integral Equations Numerically
Problem of Vibration Conductivity
Problem on Ideal-Fluid Flow Around an Airfoil
First Basic Problem of Elasticity Theory
Second Basic Problem of Elasticity Theory
Projectional and Statistical Method of Solving Integral Equations Numerically
About Dmitry G. Arseniev | Maxim L. Korenevsky | Vladimir M. Ivanov
Dmitry Arsenyev, Vladimir Ivanov and Maxim Korenevskii, St. Petersburg Polytechnical University, Russia.

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