Download or read book Lattice Methods for Multiple Integration written by I. H. Sloan and published by Oxford University Press. This book was released on 1994 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book devoted to lattice methods, a recently developed way of calculating multiple integrals in many variables. Multiple integrals of this kind arise in fields such as quantum physics and chemistry, statistical mechanics, Bayesian statistics and many others. Lattice methods are an effective tool when the number of integrals are large. The book begins with a review of existing methods before presenting lattice theory in a thorough, self-contained manner, with numerous illustrations and examples. Group and number theory are included, but the treatment is such that no prior knowledge is needed. Not only the theory but the practical implementation of lattice methods is covered. An algorithm is presented alongside tables not available elsewhere, which together allow the practical evaluation of multiple integrals in many variables. Most importantly, the algorithm produces an error estimate in a very efficient manner. The book also provides a fast track for readers wanting to move rapidly to using lattice methods in practical calculations. It concludes with extensive numerical tests which compare lattice methods with other methods, such as the Monte Carlo.
Download or read book The Handbook of Integration written by Daniel Zwillinger and published by CRC Press. This book was released on 1992-11-02 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a compilation of the most important and widely applicable methods for evaluating and approximating integrals. It is an indispensable time saver for engineers and scientists needing to evaluate integrals in their work. From the table of contents: - Applications of Integration - Concepts and Definitions - Exact Analytical Methods - Appro
Download or read book Numerical Fourier Analysis written by Gerlind Plonka and published by Springer Nature. This book was released on 2023-11-08 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: New technological innovations and advances in research in areas such as spectroscopy, computer tomography, signal processing, and data analysis require a deep understanding of function approximation using Fourier methods. To address this growing need, this monograph combines mathematical theory and numerical algorithms to offer a unified and self-contained presentation of Fourier analysis. The first four chapters of the text serve as an introduction to classical Fourier analysis in the univariate and multivariate cases, including the discrete Fourier transforms, providing the necessary background for all further chapters. Next, chapters explore the construction and analysis of corresponding fast algorithms in the one- and multidimensional cases. The well-known fast Fourier transforms (FFTs) are discussed, as well as recent results on the construction of the nonequispaced FFTs, high-dimensional FFTs on special lattices, and sparse FFTs. An additional chapter is devoted to discrete trigonometric transforms and Chebyshev expansions. The final two chapters consider various applications of numerical Fourier methods for improved function approximation, including Prony methods for the recovery of structured functions. This new edition has been revised and updated throughout, featuring new material on a new Fourier approach to the ANOVA decomposition of high-dimensional trigonometric polynomials; new research results on the approximation errors of the nonequispaced fast Fourier transform based on special window functions; and the recently developed ESPIRA algorithm for recovery of exponential sums, among others. Numerical Fourier Analysis will be of interest to graduate students and researchers in applied mathematics, physics, computer science, engineering, and other areas where Fourier methods play an important role in applications.
Download or read book Approximation Probability and Related Fields written by George A. Anastassiou and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of a conference held in Santa Barbara, California, May 20-22, 1993
Download or read book Applied Algebra and Number Theory written by Gerhard Larcher and published by Cambridge University Press. This book was released on 2014-12-11 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: Harald Niederreiter's pioneering research in the field of applied algebra and number theory has led to important and substantial breakthroughs in many areas. This collection of survey articles has been authored by close colleagues and leading experts to mark the occasion of his 70th birthday. The book provides a modern overview of different research areas, covering uniform distribution and quasi-Monte Carlo methods as well as finite fields and their applications, in particular, cryptography and pseudorandom number generation. Many results are published here for the first time. The book serves as a useful starting point for graduate students new to these areas or as a refresher for researchers wanting to follow recent trends.
Download or read book Random and Quasi Random Point Sets written by Peter Hellekalek and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ("a priori") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional "random" point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These "quasi-random" points are produced by deterministic algorithms and should be as "super" uniformly distributed as possible. Hence, both in uniform random number generation and in quasi-Monte Carlo methods, we study the uniformity of deterministically generated point sets in high dimensions. By a (common) abuse oflanguage, one speaks of random and quasi-random point sets. The central questions treated in this book are (i) how to generate, (ii) how to analyze, and (iii) how to apply such high-dimensional point sets.
Download or read book 2018 MATRIX Annals written by Jan de Gier and published by Springer Nature. This book was released on 2020-04-07 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: MATRIX is Australia’s international and residential mathematical research institute. It facilitates new collaborations and mathematical advances through intensive residential research programs, each 1-4 weeks in duration. This book is a scientific record of the eight programs held at MATRIX in 2018: - Non-Equilibrium Systems and Special Functions - Algebraic Geometry, Approximation and Optimisation - On the Frontiers of High Dimensional Computation - Month of Mathematical Biology - Dynamics, Foliations, and Geometry In Dimension 3 - Recent Trends on Nonlinear PDEs of Elliptic and Parabolic Type - Functional Data Analysis and Beyond - Geometric and Categorical Representation Theory The articles are grouped into peer-reviewed contributions and other contributions. The peer-reviewed articles present original results or reviews on a topic related to the MATRIX program; the remaining contributions are predominantly lecture notes or short articles based on talks or activities at MATRIX.
Download or read book Monte Carlo and Quasi Monte Carlo Methods 2006 written by Alexander Keller and published by Springer Science & Business Media. This book was released on 2007-12-30 with total page 684 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm, Germany, in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications. They also provide information on current research in these very active areas.
Download or read book Modelling and Development of Intelligent Systems written by Dana Simian and published by Springer Nature. This book was released on 2023-02-25 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 8th International Conference on Modelling and Development of Intelligent Systems, MDIS 2022, held in Sibiu, Romania, during October 28–30, 2022. The 21 papers included in this book were carefully reviewed and selected from 48 submissions. They were organized in the following topical sections as follows: intelligent systems for decision support; machine learning; mathematical models for development of intelligent systems; and modelling and optimization of dynamic systems.
Download or read book Monte Carlo and Quasi Monte Carlo Methods written by Aicke Hinrichs and published by Springer Nature. This book was released on with total page 657 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Tractability of Multivariate Problems Linear information written by Erich Novak and published by European Mathematical Society. This book was released on 2008 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multivariate problems occur in many applications. These problems are defined on spaces of $d$-variate functions and $d$ can be huge--in the hundreds or even in the thousands. Some high-dimensional problems can be solved efficiently to within $\varepsilon$, i.e., the cost increases polynomially in $\varepsilon^{-1}$ and $d$. However, there are many multivariate problems for which even the minimal cost increases exponentially in $d$. This exponential dependence on $d$ is called intractability or the curse of dimensionality. This is the first volume of a three-volume set comprising a comprehensive study of the tractability of multivariate problems. It is devoted to tractability in the case of algorithms using linear information and develops the theory for multivariate problems in various settings: worst case, average case, randomized and probabilistic. A problem is tractable if its minimal cost is not exponential in $\varepsilon^{-1}$ and $d$. There are various notions of tractability, depending on how we measure the lack of exponential dependence. For example, a problem is polynomially tractable if its minimal cost is polynomial in $\varepsilon^{-1}$ and $d$. The study of tractability was initiated about 15 years ago. This is the first and only research monograph on this subject. Many multivariate problems suffer from the curse of dimensionality when they are defined over classical (unweighted) spaces. In this case, all variables and groups of variables play the same role, which causes the minimal cost to be exponential in $d$. But many practically important problems are solved today for huge $d$ in a reasonable time. One of the most intriguing challenges of the theory is to understand why this is possible. Multivariate problems may become weakly tractable, polynomially tractable or even strongly polynomially tractable if they are defined over weighted spaces with properly decaying weights. One of the main purposes of this book is to study weighted spaces and obtain necessary and sufficient conditions on weights for various notions of tractability. The book is of interest for researchers working in computational mathematics, especially in approximation of high-dimensional problems. It may be also suitable for graduate courses and seminars. The text concludes with a list of thirty open problems that can be good candidates for future tractability research.
Download or read book Sequences and Their Applications SETA 2008 written by Solomon W. Golomb and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 5th International Conference on Sequences and Their Applications, SETA 2008, held in Lexington, KY, USA in September 2008. The 32 revised full papers presented were carefully reviewed and selected. The papers are organized in topical sections on probabilistic methods and randomness properties of sequences; correlation; combinatorial and algebraic foundations; security aspects of sequences; algorithms; correlation of sequences over rings; nonlinear functions over finite fields.
Download or read book Scientific and Engineering Computations for the 21st Century Methodologies and Applications written by M. Mori and published by Elsevier. This book was released on 2002-12-03 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 20th century saw tremendous achievements and progress in science and technology. Undoubtedly, computers and computer-related technologies acted as one of vital catalysts for accelerating this progress in the latter half of the century. The contributions of mathematical sciences have been equally profound, and the synergy between mathematics and computer science has played a key role in accelerating the progress of both fields as well as science and engineering. Mathematical sciences will undoubtedly continue to play this vital role in this new century. In particular, mathematical modeling and numerical simulation will continue to be among the essential methodologies for solving massive and complex problems that arise in science, engineering and manufacturing. Underpinning this all from a sound, theoretical perspective will be numerical algorithms. In recognition of this observation, this volume focuses on the following specific topics. (1) Fundamental numerical algorithms (2) Applications of numerical algorithms (3) Emerging technologies. The articles included in this issue by experts on advanced scientific and engineering computations from numerous countries elucidate state-of-the-art achievements in these three topics from various angles and suggest the future directions. Although we cannot hope to cover all the aspects in scientific and engineering computations, we hope that the articles will interest, inform and inspire members of the science and engineering community.
Download or read book Computation of Multivariate Normal and t Probabilities written by Alan Genz and published by Springer Science & Business Media. This book was released on 2009-07-09 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multivariate normal and t probabilities are needed for statistical inference in many applications. Modern statistical computation packages provide functions for the computation of these probabilities for problems with one or two variables. This book describes recently developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. The book discusses methods for specialized problems as well as methods for general problems. The book includes examples that illustrate the probability computations for a variety of applications.
Download or read book Computational Integration written by Arnold R. Krommer and published by SIAM. This book was released on 1998-01-01 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: This survey covers a wide range of topics fundamental to calculating integrals on computer systems and discusses both the theoretical and computational aspects of numerical and symbolic methods. It includes extensive sections on one- and multidimensional integration formulas, like polynomial, number-theoretic, and pseudorandom formulas, and deals with issues concerning the construction of numerical integration algorithms.
Download or read book Random Number Generation and Quasi Monte Carlo Methods written by Harald Niederreiter and published by SIAM. This book was released on 1992-01-01 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists.
Download or read book Digital Nets and Sequences written by Josef Dick and published by Cambridge University Press. This book was released on 2010-09-09 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods, digital nets and sequences, and discrepancy theory starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi–Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates. Besides the classical theory, the book contains chapters on reproducing kernel Hilbert spaces and weighted integration, duality theory for digital nets, polynomial lattice rules, the newest constructions by Niederreiter and Xing and many more. The authors present an accessible introduction to the subject based mainly on material taught in undergraduate courses with numerous examples, exercises and illustrations.
