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
By:
Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky Imprint: De Gruyter Country of Publication: Germany Dimensions:
Height: 240mm,
Width: 170mm,
Spine: 23mm
Weight: 657g ISBN:9783110553642 ISBN 10: 3110553643 Pages: 290 Publication Date:09 January 2018 Audience:
Professional and scholarly
,
Undergraduate
,
Undergraduate
Format:Hardback Publisher's Status: Active
Dmitry Arsenyev, Vladimir Ivanov and Maxim Korenevskii, St. Petersburg Polytechnical University, Russia.