Deterministic and Stochastic Error Bounds in Numerical Analysis
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...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| سلاسل: | Lecture notes in mathematics
1349 |
| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Deterministic and stochastic error bounds in numerical analysis, Erich Novak, 1988, Berlin, Springer-Verlag, 1 volume (113 pages), Lecture notes in mathematics, 0-387-50368-4 • Deterministic and Stochastic Error Bounds in Numerical Analysis, Texte imprimé, 9783662204672 |
جدول المحتويات:
- Contents: Introduction
- Deterministic Error Bounds
- Error Bounds for Monte Carlo Methods
- Average Error Bounds
- Appendix: Existence and Uniqueness of Optimal Algorithms
- Bibliography
- Notations
- Index.