D G Arsenjev & Vladimir M Ivanov 
ADAPTIVE METHODS OF COMPUTING… [PDF ebook] 
Stochastic Variant

This book describes adaptive methods of statistical numerical analysis using evaluation of integrals, solution of integral equations, boundary value problems of the theory of elasticity and heat conduction as examples.The results and approaches provided in this book are different from those available in the literature as detailed descriptions of the mechanisms of adaptation of statistical evaluation procedures, which accelerate their convergence, are given.