Lattice Methods for Multiple Integration

Lattice Methods for Multiple Integration

Author: I. H. Sloan

Publisher: Oxford University Press

Published: 1994

Total Pages: 256

ISBN-13: 9780198534723

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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.


Lattice Rules

Lattice Rules

Author: Josef Dick

Publisher: Springer Nature

Published: 2022-08-24

Total Pages: 584

ISBN-13: 3031099516

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Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.


Methods of Numerical Integration

Methods of Numerical Integration

Author: Philip J. Davis

Publisher: Academic Press

Published: 2014-05-10

Total Pages: 628

ISBN-13: 1483264289

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Methods of Numerical Integration, Second Edition describes the theoretical and practical aspects of major methods of numerical integration. Numerical integration is the study of how the numerical value of an integral can be found. This book contains six chapters and begins with a discussion of the basic principles and limitations of numerical integration. The succeeding chapters present the approximate integration rules and formulas over finite and infinite intervals. These topics are followed by a review of error analysis and estimation, as well as the application of functional analysis to numerical integration. A chapter describes the approximate integration in two or more dimensions. The final chapter looks into the goals and processes of automatic integration, with particular attention to the application of Tschebyscheff polynomials. This book will be of great value to theoreticians and computer programmers.


Numerical Integration

Numerical Integration

Author: T.O. Espelid

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 363

ISBN-13: 9401126461

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This volume contains refereed papers and extended abstracts of papers presented at the NATO Advanced Research Workshop entitled 'Numerical Integration: Recent Develop ments, Software and Applications', held at the University of Bergen, Bergen, Norway, June 17-21,1991. The Workshop was attended by thirty-eight scientists. A total of eight NATO countries were represented. Eleven invited lectures and twenty-three contributed lectures were presented, of which twenty-five appear in full in this volume, together with three extended abstracts and one note. The main focus of the workshop was to survey recent progress in the theory of methods for the calculation of integrals and show how the theoretical results have been used in software development and in practical applications. The papers in this volume fall into four broad categories: numerical integration rules, numerical integration error analysis, numerical integration applications and numerical integration algorithms and software. It is five years since the last workshop of this nature was held, at Dalhousie University in Halifax, Canada, in 1986. Recent theoretical developments have mostly occurred in the area of integration rule construction. For polynomial integrating rules, invariant theory and ideal theory have been used to provide lower bounds on the numbers of points for different types of multidimensional rules, and to help in structuring the nonlinear systems which must be solved to determine the points and weights for the rules. Many new optimal or near optimal rules have been found for a variety of integration regions using these techniques.


The Handbook of Integration

The Handbook of Integration

Author: Daniel Zwillinger

Publisher: CRC Press

Published: 1992-11-02

Total Pages: 385

ISBN-13: 1439865841

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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


Integration and Cubature Methods

Integration and Cubature Methods

Author: Willi Freeden

Publisher: CRC Press

Published: 2017-11-22

Total Pages: 513

ISBN-13: 1351764756

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In industry and economics, the most common solutions of partial differential equations involving multivariate numerical integration over cuboids include techniques of iterated one-dimensional approximate integration. In geosciences, however, the integrals are extended over potato-like volumes (such as the ball, ellipsoid, geoid, or the Earth) and their boundary surfaces which require specific multi-variate approximate integration methods. Integration and Cubature Methods: A Geomathematically Oriented Course provides a basic foundation for students, researchers, and practitioners interested in precisely these areas, as well as breaking new ground in integration and cubature in geomathematics.