Coverart for item
The Resource Deterministic and stochastic error bounds in numerical analysis, Erich Novak

Deterministic and stochastic error bounds in numerical analysis, Erich Novak

Label
Deterministic and stochastic error bounds in numerical analysis
Title
Deterministic and stochastic error bounds in numerical analysis
Statement of responsibility
Erich Novak
Creator
Subject
Language
eng
Summary
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)
Member of
Cataloging source
SPLNM
http://library.link/vocab/creatorDate
1953-
http://library.link/vocab/creatorName
Novak, Erich
Dewey number
  • 510 s
  • 519.4
Index
index present
LC call number
  • QA3
  • QA297
LC item number
.L28 no. 1349
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Lecture notes in mathematics,
Series volume
1349
http://library.link/vocab/subjectName
  • Numerical analysis
  • Error analysis (Mathematics)
  • Approximation theory
  • Monte Carlo method
  • Approximation theory
  • Error analysis (Mathematics)
  • Monte Carlo method
  • Numerical analysis
  • Numerische Mathematik
  • Fehlerschranke
  • Analyse numérique
  • Calcul d'erreur
  • Approximation, Théorie de l'
  • Monte-Carlo, Méthode de
Label
Deterministic and stochastic error bounds in numerical analysis, Erich Novak
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 100-109) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Deterministic Error Bounds -- Error Bounds for Monte Carlo Methods -- Average Error Bounds -- Appendix: Existence and Uniqueness of Optimal Algorithms -- Bibliography -- Notations -- Index
Control code
288960636
Dimensions
unknown
Extent
1 online resource (113 pages).
Form of item
online
Isbn
9783540459873
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)288960636
Label
Deterministic and stochastic error bounds in numerical analysis, Erich Novak
Publication
Bibliography note
Includes bibliographical references (pages 100-109) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Deterministic Error Bounds -- Error Bounds for Monte Carlo Methods -- Average Error Bounds -- Appendix: Existence and Uniqueness of Optimal Algorithms -- Bibliography -- Notations -- Index
Control code
288960636
Dimensions
unknown
Extent
1 online resource (113 pages).
Form of item
online
Isbn
9783540459873
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)288960636

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...