| Description |
1 online resource (290 pages) |
| Contents |
Statistical Computing Algorithms as a Subject of Adaptive Control -- 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 -- 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 |
| Summary |
"This monograph is devoted to developing adaptive stochastic methods of computational mathematics with the use of adaptively controlled computational procedures. We consider the base ideas of the algorithms, ways to synthesise them, and analyse their properties and efficiency while evaluating multidimensional integrals and solving integral equations of the theory of elasticity and the theory of heat conduction. The key feature of the approaches and results presented in this book consists of a comprehensive analysis of mechanisms of utilisation of adaptive control in statistical evaluation procedures, which makes them converge much faster. This book is intended for all students of numerical methods, mathematical statistics, and methods of statistical simulation, as well as for specialists in the fields of computational mathematics and mechanics"--Page v |
| Bibliography |
Includes bibliographical references (pages 273-275) and index |
| Notes |
In English |
|
Print version record |
| Subject |
Stochastic processes.
|
|
MATHEMATICS -- Numerical Analysis.
|
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Stochastic processes
|
| Form |
Electronic book
|
| Author |
Ivanov, Vladimir M., author
|
|
Kolchin, Andrei V.
|
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Korenevskiĭ, M. L. (Maksim Lʹvovich), author.
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| ISBN |
9783110554632 |
|
3110554631 |
|
3110553643 |
|
9783110553642 |
|
3110553678 |
|
9783110554649 |
|
311055464X |
|
9783110553673 |
|
