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010   $a3-11-055367-8
024 7 $a10.1515/9783110554632
035   $a(CKB)4100000001502390
035   $a(MiAaPQ)EBC5159333
035   $a(DE-B1597)483361
035   $a(OCoLC)1024020911
035   $a(DE-B1597)9783110554632
035   $a(Au-PeEL)EBL5159333
035   $a(CaPaEBR)ebr11567026
035   $a(EXLCZ)994100000001502390
100   $a20180622d2018      uy             0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aAdaptive stochastic methods $ein computational mathematics and mechanics /$fDmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky
210  1$aBerlin ;$aBoston :$cDe Gruyter,$d2018.
215   $a1 online resource (xi, 278 pages)
311   $a3-11-055364-3 
311   $a3-11-055463-1 
327   $tFrontmatter -- $tPreface -- $tContents -- $tIntroduction: Statistical Computing Algorithms as a Subject of Adaptive Control -- $tPart I: Evaluation of Integrals -- $t1. Fundamentals of the Monte Carlo Method to Evaluate Definite Integrals -- $t2. Sequential Monte Carlo Method and Adaptive Integration -- $t3. Methods of Adaptive Integration Based on Piecewise Approximation -- $t4. Methods of Adaptive Integration Based on Global Approximation -- $t5. Numerical Experiments -- $t6. Adaptive Importance Sampling Method Based on Piecewise Constant Approximation -- $tPart II: Solution of Integral Equations -- $t7. Semi-Statistical Method of Solving Integral Equations Numerically -- $t8. Problem of Vibration Conductivity -- $t9. Problem on Ideal-Fluid Flow Around an Airfoil -- $t10. First Basic Problem of Elasticity Theory -- $t11. Second Basic Problem of Elasticity Theory -- $t12. Projectional and Statistical Method of Solving Integral Equations Numerically -- $tAfterword -- $tBibliography -- $tIndex
330   $aThis 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 IntegralsFundamentals of the Monte Carlo Method to Evaluate Definite IntegralsSequential Monte Carlo Method and Adaptive IntegrationMethods of Adaptive Integration Based on Piecewise ApproximationMethods of Adaptive Integration Based on Global ApproximationNumerical ExperimentsAdaptive Importance Sampling Method Based on Piecewise Constant Approximation Part II: Solution of Integral EquationsSemi-Statistical Method of Solving Integral Equations NumericallyProblem of Vibration ConductivityProblem on Ideal-Fluid Flow Around an AirfoilFirst Basic Problem of Elasticity TheorySecond Basic Problem of Elasticity TheoryProjectional and Statistical Method of Solving Integral Equations Numerically
606   $aStochastic processes
606   $aStochastic integrals
606   $aAdaptive control systems
608   $aElectronic books.
615  0$aStochastic processes.
615  0$aStochastic integrals.
615  0$aAdaptive control systems.
676   $a519.2
700   $aArsenjev$b Dmitry G.$01055099
702   $aIvanov$b Vladimir M.
702   $aKorenevskii?$b M. L$g(Maksim L?vovich),
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910466995203321
996   $aAdaptive stochastic methods$92488240
997   $aUNINA