Adaptive Stochastic Methods : : In Computational Mathematics and Mechanics / / Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky.

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...

Full description

Saved in:
Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DG Plus eBook-Package 2018
VerfasserIn:
TeilnehmendeR:
Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2018]
©2018
Year of Publication:2018
Language:English
Online Access:
Physical Description:1 online resource (XII, 278 p.)
Tags: Add Tag
No Tags, Be the first to tag this record!
LEADER 05738nam a22009135i 4500
001 9783110554632
003 DE-B1597
005 20210830012106.0
006 m|||||o||d||||||||
007 cr || ||||||||
008 210830t20182018gw fo d z eng d
010 |a 2018285480 
020 |a 9783110554632 
024 7 |a 10.1515/9783110554632  |2 doi 
035 |a (DE-B1597)483361 
035 |a (OCoLC)1024020911 
040 |a DE-B1597  |b eng  |c DE-B1597  |e rda 
041 0 |a eng 
044 |a gw  |c DE 
050 0 0 |a QA274  |b .A78 2018 
072 7 |a MAT041000  |2 bisacsh 
100 1 |a Arseniev, Dmitry G.,   |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Adaptive Stochastic Methods :  |b In Computational Mathematics and Mechanics /  |c Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky. 
264 1 |a Berlin ;  |a Boston :   |b De Gruyter,   |c [2018] 
264 4 |c ©2018 
300 |a 1 online resource (XII, 278 p.) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
505 0 0 |t Frontmatter --   |t Preface --   |t Contents --   |t Introduction: Statistical Computing Algorithms as a Subject of Adaptive Control --   |t Part I: Evaluation of Integrals --   |t 1. Fundamentals of the Monte Carlo Method to Evaluate Definite Integrals --   |t 2. Sequential Monte Carlo Method and Adaptive Integration --   |t 3. Methods of Adaptive Integration Based on Piecewise Approximation --   |t 4. Methods of Adaptive Integration Based on Global Approximation --   |t 5. Numerical Experiments --   |t 6. Adaptive Importance Sampling Method Based on Piecewise Constant Approximation --   |t Part II: Solution of Integral Equations --   |t 7. Semi-Statistical Method of Solving Integral Equations Numerically --   |t 8. Problem of Vibration Conductivity --   |t 9. Problem on Ideal-Fluid Flow Around an Airfoil --   |t 10. First Basic Problem of Elasticity Theory --   |t 11. Second Basic Problem of Elasticity Theory --   |t 12. Projectional and Statistical Method of Solving Integral Equations Numerically --   |t Afterword --   |t Bibliography --   |t Index 
506 0 |a restricted access  |u http://purl.org/coar/access_right/c_16ec  |f online access with authorization  |2 star 
520 |a 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 IntegralsFundamentals of the Monte Carlo Method to Evaluate Definite IntegralsSequential Monte Carlo Method and Adaptive IntegrationMethods of Adaptive Integration Based on Piecewise ApproximationMethods of Adaptive Integration Based on Global ApproximationNumerical ExperimentsAdaptive Importance Sampling Method Based on Piecewise Constant Approximation Part II: Solution of Integral EquationsSemi-Statistical Method of Solving Integral Equations NumericallyProblem of Vibration ConductivityProblem on Ideal-Fluid Flow Around an AirfoilFirst Basic Problem of Elasticity TheorySecond Basic Problem of Elasticity TheoryProjectional and Statistical Method of Solving Integral Equations Numerically 
538 |a Mode of access: Internet via World Wide Web. 
546 |a In English. 
588 0 |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021) 
650 0 |a Adaptive control systems. 
650 0 |a Computer science  |x Mathematics. 
650 0 |a Monte Carlo method. 
650 0 |a Stochastic integrals. 
650 0 |a Stochastic processes. 
650 4 |a Adaptive Control. 
650 4 |a Computermathematik. 
650 4 |a Monte-Carlo-Integration. 
650 7 |a MATHEMATICS / Numerical Analysis.  |2 bisacsh 
700 1 |a Ivanov, Vladimir M.,   |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a Kolchin, Andrei V. 
700 1 |a Korenevsky, Maxim L.,   |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
773 0 8 |i Title is part of eBook package:  |d De Gruyter  |t DG Plus eBook-Package 2018  |z 9783110719550 
773 0 8 |i Title is part of eBook package:  |d De Gruyter  |t EBOOK PACKAGE COMPLETE 2018 English  |z 9783110604252 
773 0 8 |i Title is part of eBook package:  |d De Gruyter  |t EBOOK PACKAGE COMPLETE 2018  |z 9783110603255  |o ZDB-23-DGG 
773 0 8 |i Title is part of eBook package:  |d De Gruyter  |t EBOOK PACKAGE Mathematics 2018 English  |z 9783110604191 
773 0 8 |i Title is part of eBook package:  |d De Gruyter  |t EBOOK PACKAGE Mathematics 2018  |z 9783110603194  |o ZDB-23-DMA 
776 0 |c EPUB  |z 9783110553673 
776 0 |c print  |z 9783110553642 
856 4 0 |u https://doi.org/10.1515/9783110554632 
856 4 0 |u https://www.degruyter.com/isbn/9783110554632 
856 4 2 |3 Cover  |u https://www.degruyter.com/cover/covers/9783110554632.jpg 
912 |a 978-3-11-060419-1 EBOOK PACKAGE Mathematics 2018 English  |b 2018 
912 |a 978-3-11-060425-2 EBOOK PACKAGE COMPLETE 2018 English  |b 2018 
912 |a 978-3-11-071955-0 DG Plus eBook-Package 2018  |b 2018 
912 |a EBA_BACKALL 
912 |a EBA_CL_CHCOMSGSEN 
912 |a EBA_CL_MTPY 
912 |a EBA_DGALL 
912 |a EBA_EBACKALL 
912 |a EBA_EBKALL 
912 |a EBA_ECL_CHCOMSGSEN 
912 |a EBA_ECL_MTPY 
912 |a EBA_EEBKALL 
912 |a EBA_ESTMALL 
912 |a EBA_STMALL 
912 |a GBV-deGruyter-alles 
912 |a PDA12STME 
912 |a PDA13ENGE 
912 |a PDA18STMEE 
912 |a PDA5EBK 
912 |a ZDB-23-DGG  |b 2017 
912 |a ZDB-23-DMA  |b 2018