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Dmitry G. Arseniev & Vladimir M. Ivanov 
Adaptive Stochastic Methods [EPUB ebook] 
In Computational Mathematics and Mechanics

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Cover of Dmitry G. Arseniev & Vladimir M. Ivanov: Adaptive Stochastic Methods (ePUB)

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

€164.95
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About the author

Dmitry Arsenyev,
Vladimir Ivanov and
Maxim Korenevskii, St. Petersburg Polytechnical University, Russia.
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Language English ● Format EPUB ● Pages 290 ● ISBN 9783110553673 ● File size 25.1 MB ● Publisher De Gruyter ● City Berlin/Boston ● Published 2018 ● Edition 1 ● Downloadable 24 months ● Currency EUR ● ID 6645920 ● Copy protection Adobe DRM
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