Adaptive Stochastic Methods

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  • Adaptive Stochastic Methods Book Detail

  • Author : Dmitry G. Arseniev
  • Release Date : 2018-01-09
  • Publisher : Walter de Gruyter GmbH & Co KG
  • Genre : Mathematics
  • Pages : 323
  • ISBN 13 : 3110553678
  • File Size : 19,19 MB

Adaptive Stochastic Methods by Dmitry G. Arseniev PDF Summary

Book 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

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Adaptive Stochastic Methods

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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 thei

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Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engin