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In these notes different deterministic and stochastic error bounds of numerical analysis are investigated. For many computational problems we have only partial information (such as n function values) and consequently they can only be solved with uncertainty in the answer. Optimal methods and optimal error bounds are sought if only the type of information is indicated. First, worst case error bounds and their relation to the theory of n-widths are considered; special problems such approximation, optimization, and integration for different function classes are studied and adaptive and nonadaptive methods are compared. Deterministic (worst case) error bounds are often unrealistic and should be complemented by different average error bounds. The error of Monte Carlo methods and the average error of deterministic methods are discussed as are the conceptual difficulties of different average errors. An appendix deals with the existence and uniqueness of optimal methods. This book is an introduction to the area and also a research monograph containing new results. It is addressd to a general mathematical audience as well as specialists in the areas of numerical analysis and approximation theory (especially optimal recovery and information-based complexity).
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Contenuti
Deterministic error bounds.- Error bounds for monte carlo methods.- Average error bounds.
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Deterministic and Stochastic Error Bounds in Numerical Analysis (Lecture Notes in Mathematics) (Volume 1349)
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Condizione: Fair. Volume 1349. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,350grams, ISBN:3540503684. Codice articolo 7094531
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Deterministic and Stochastic Error Bounds in Numerical Analysis (Lecture Notes in Mathematics, 1349)
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Condizione: New. In English. Codice articolo ria9783540503682_new
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Deterministic and Stochastic Error Bounds in Numerical Analysis
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Condizione: New. pp. 128. Codice articolo 263103523
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Deterministic and Stochastic Error Bounds in Numerical Analysis
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In these notes different deterministic and stochastic error bounds of numerical analysis are investigated. For many computational problems we have only partial information (such as n function values) and consequently they can only be solved with uncertainty in the answer. Optimal methods and optimal error bounds are sought if only the type of information is indicated. First, worst case error bounds and their relation to the theory of n-widths are considered; special problems such approximation, optimization, and integration for different function classes are studied and adaptive and nonadaptive methods are compared. Deterministic (worst case) error bounds are often unrealistic and should be complemented by different average error bounds. The error of Monte Carlo methods and the average error of deterministic methods are discussed as are the conceptual difficulties of different average errors. An appendix deals with the existence and uniqueness of optimal methods. This book is an introduction to the area and also a research monograph containing new results. It is addressd to a general mathematical audience as well as specialists in the areas of numerical analysis and approximation theory (especially optimal recovery and information-based complexity). 128 pp. Englisch. Codice articolo 9783540503682
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Deterministic and Stochastic Error Bounds in Numerical Analysis
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Condizione: New. Print on Demand pp. 128 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Codice articolo 5825788
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Deterministic and Stochastic Error Bounds in Numerical Analysis
Print on DemandDa: Biblios, Frankfurt am main, HESSE, Germania
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Condizione: New. PRINT ON DEMAND pp. 128. Codice articolo 183103529
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Deterministic and Stochastic Error Bounds in Numerical Analysis. Lecture Notes in Mathematics; 1349.
Da: Antiquariat Bookfarm, Löbnitz, Germania
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Softcover. Condizione: Gut. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-04769 3540503684 Sprache: Englisch Gewicht in Gramm: 550. Codice articolo 2491010
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Deterministic and Stochastic Error Bounds in Numerical Analysis
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In these notes different deterministic and stochastic error bounds of numerical analysis are investigated. For many computational problems we have only partial information (such as n function values) and consequently they can only be solved with uncertainty in the answer. Optimal methods and optimal error bounds are sought if only the type of information is indicated. First, worst case error bounds and their relation to the theory of n-widths are considered; special problems such approximation, optimization, and integration for different function classes are studied and adaptive and nonadaptive methods are compared. Deterministic (worst case) error bounds are often unrealistic and should be complemented by different average error bounds. The error of Monte Carlo methods and the average error of deterministic methods are discussed as are the conceptual difficulties of different average errors. An appendix deals with the existence and uniqueness of optimal methods. This book is an introduction to the area and also a research monograph containing new results. It is addressd to a general mathematical audience as well as specialists in the areas of numerical analysis and approximation theory (especially optimal recovery and information-based complexity). Codice articolo 9783540503682
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Deterministic and Stochastic Error Bounds in Numerical Analysis
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Condizione: New. In these notes different deterministic and stochastic error bounds of numerical analysis are investigated. For many computational problems we have only partial information (such as n function values) and consequently they can only be solved with unce. Codice articolo 4891556
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Deterministic and Stochastic Error Bounds in Numerical Analysis
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Springer, Springer Spektrum Okt 1988, 1988
ISBN 10: 3540503684
ISBN 13: 9783540503682
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In these notes different deterministic and stochastic error bounds of numerical analysis are investigated. For many computational problems we have only partial information (such as n function values) and consequently they can only be solved with uncertainty in the answer. Optimal methods and optimal error bounds are sought if only the type of information is indicated. First, worst case error bounds and their relation to the theory of n-widths are considered; special problems such approximation, optimization, and integration for different function classes are studied and adaptive and nonadaptive methods are compared. Deterministic (worst case) error bounds are often unrealistic and should be complemented by different average error bounds. The error of Monte Carlo methods and the average error of deterministic methods are discussed as are the conceptual difficulties of different average errors. An appendix deals with the existence and uniqueness of optimal methods. This book is an introduction to the area and also a research monograph containing new results. It is addressd to a general mathematical audience as well as specialists in the areas of numerical analysis and approximation theory (especially optimal recovery and information-based complexity).Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 128 pp. Englisch. Codice articolo 9783540503682
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