Adaptive stochastic methods : in computational mathematics and mechanics /

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"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 m...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Arsenʹev, D. G. (Dmitriĭ Germanovich), 1963- (Autor), Ivanov, Vladimir M. (Autor), Korenevskiĭ, M. L. (Maksim Lʹvovich) (Autor)
Otros Autores: Kolchin, Andrei V.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin ; Boston : De Gruyter, [2018]
Temas:
Stochastic processes.
Processus stochastiques.
MATHEMATICS > Numerical Analysis.
Stochastic processes
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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