Approximating Integrals Via Monte Carlo and Deterministic Methods (English, Michael Evans | Tim Swartz)
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Book Details
Publisher
OUP Oxford
Language
English
ISBN-13
9780198502784
ISBN-10
0198502788
Author
Michael Evans | Tim Swartz
About the Book
This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, focusing on approximating higher- dimensional integrals with coverage of the lower-dimensional case as well. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques and a complete development of Monte Car…
ISBN: 9780198502784
ISBN-13: 9780198502784
ISBN-10: 0198502788
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Product ID: isbn-9780198502784
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