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

Adaptive Stochastic Methods

In Computational Mathematics and Mechanics

    119,95 € / $137.99 / £109.00*

    Hardcover
    Publication Date:
    January 2018
    ISBN
    978-3-11-055364-2
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    Overview

    Aims and Scope

    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

    Details

    24.0 x 17.0 cm
    xii, 278 pages
    50 Fig.
    Language:
    English
    Type of Publication:
    Monograph
    Keyword(s):

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

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