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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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Arsenʹev, D. G. (Dmitriĭ Germanovich), 1963- (Auteur), Ivanov, Vladimir M. (Auteur), Korenevskiĭ, M. L. (Maksim Lʹvovich) (Auteur)
Autres auteurs: Kolchin, Andrei V.
Format: Électronique eBook
Langue:Inglés
Publié: Berlin ; Boston : De Gruyter, [2018]
Sujets:
Stochastic processes.
Processus stochastiques.
MATHEMATICS > Numerical Analysis.
Stochastic processes
Accès en ligne:Texto completo
Table des matières:
  • 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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