Approximating Integrals via Monte Carlo and Deterministic Methods (Hardcover)

Hardcover. This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, and although the focus is on approximating higher- dimensional integrals the lower-dimensional case is also covered. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques as well as a complete development of Monte Carloalgorithms. For the Monte Carlo section importance sampling methods, variance reduction techniques and the primary Markov Chain Monte Carlo algorithms are covered. This book brings these varioustechniques together for the first time, and hence provides an accessible textbook and reference for researchers in a wide variety of disciplines. Integrals are one of the primary computational tools in mathematics. Although it is occasionally possible to compute integrals exactly this is typically not the case. In these situations it becomes necessary to approximate integrals. This book covers approximation techniques so far discovered. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…