| 書目名稱 | Deterministic and Stochastic Error Bounds in Numerical Analysis |
| 編輯 | Erich Novak |
| 視頻video | http://file.papertrans.cn/270/269348/269348.mp4 |
| 叢書名稱 | Lecture Notes in Mathematics |
| 圖書封面 |  |
| 描述 | 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 |
| 出版日期 | Book 1988 |
| 關(guān)鍵詞 | Approximation; Monte Carlo method; algorithms; approximation theory; calculus; numerical analysis; optimiz |
| 版次 | 1 |
| doi | https://doi.org/10.1007/BFb0079792 |
| isbn_softcover | 978-3-540-50368-2 |
| isbn_ebook | 978-3-540-45987-3Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 1988 |
|Archiver|手機版|小黑屋|
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