Adaptive stochastic methods in computational mathematics and mechanics
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 mult...
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| Format: | eBook |
| Language: | English |
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Berlin ; Boston
De Gruyter
2018
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| Collection: | DeGruyter MPG Collection - Collection details see MPG.ReNa |
Table of 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