Adaptive Stochastic Methods: In Computational Mathematics and Mechanics
Language: English
Published by De Gruyter, 2018
- Hardcover
- New
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Condition: New
US$ 298.49
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Add to basketItem description from seller
2018. Hardcover. . . . . .
Seller Inventory # V9783110553642
- Title
- Adaptive Stochastic Methods: In Computational Mathematics and Mechanics
- Author
- Arseniev, Dmitry G., Ivanov, Vladimir M., Korenevsky, Maxim L.
- Publisher
- De Gruyter
- Publication year
- 2018
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3110553643
- ISBN 13
- 9783110553642
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 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
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Kennys Bookshop and Art Galleries Ltd.
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