Adaptive Stochastic Methods: In Computational Mathematics and Mechanics

Arseniev, Dmitry G/ Ivanov, Vladimir M/ Korenevsky, Maxim L

ISBN 10: 3110553643 / ISBN 13: 9783110553642

Published by de Gruyter, 2018

About this Item

336 pages. 9.05x6.10x1.11 inches. In Stock.

Seller Inventory # x-3110553643

Bibliographic Details

• Title: Adaptive Stochastic Methods: In Computational Mathematics and Mechanics
• Publisher: de Gruyter
• Publication Date: 2018
• Language: English
• ISBN 10: 3110553643
• ISBN 13: 9783110553642
• Binding: Hardcover
• Condition: Brand New
• Weight: 0.72 kilograms

About this title

Synopsis

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

About the Author

Dmitry Arsenyev, Vladimir Ivanov and Maxim Korenevskii, St. Petersburg Polytechnical University, Russia.