Adaptive Stochastic Methods
De Gruyter | English | 2018 | ISBN-10: 3110553643 | 278 pages | PDF | 3.33 MB
De Gruyter | English | 2018 | ISBN-10: 3110553643 | 278 pages | PDF | 3.33 MB
Mechanics by Dmitry G. / Ivanov, Vladimir M. / Korenevsky, Maxim L. Arseniev (Author)
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
About the Author
Dmitry Arsenyev, Vladimir Ivanov and Maxim Korenevskii, St. Petersburg Polytechnical University, Russia