Arsenjev, Dmitry G. / Ivanov, Vladimir M. / Korenevsky, Maxim L.
Adaptive Stochastic Methods
In Computational Mathematics and Mechanics
Aims and Scope
This monograph develops adaptive stochastic methods in computational mathematics. The authors discuss the basic ideas of the algorithms and ways to analyse their properties and efficiency. Examples of evaluation of multidimensional integrals are shown by means of integral equations from mechanics, theory of elasticity, heat conduction and fluid dynamics.