Adaptive Stochastic Methods: In Computational Mathematics and Mechanics

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 mult...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Arseniev, Dmitry G
Format:	Buch
Sprache:	eng
Schlagworte:	Adaptive control systems Numerical analysis Stochastic integrals Stochastic processes
Online-Zugang:	Volltext
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