Adaptive Stochastic Methods

In Computational Mathematics and Mechanics
Buch | Hardcover
XII, 278 Seiten
2018
De Gruyter (Verlag)
978-3-11-055364-2 (ISBN)
154,95 inkl. MwSt
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

Dmitry Arsenyev, Vladimir Ivanov and Maxim Korenevskii, St. Petersburg Polytechnical University, Russia.

Erscheinungsdatum
Zusatzinfo 50 b/w ill.
Verlagsort Berlin/Boston
Sprache englisch
Maße 170 x 240 mm
Gewicht 657 g
Themenwelt Mathematik / Informatik Mathematik Analysis
Schlagworte Adaptive Control • Computermathematik • Monte-Carlo-Integration
ISBN-10 3-11-055364-3 / 3110553643
ISBN-13 978-3-11-055364-2 / 9783110553642
Zustand Neuware
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