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Lattice Methods for Multiple Integration by I. H. Sloan

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EAN
9780198534723
UPC
9780198534723
ISBN
9780198534723
MPN
N/A
Publication Year
1994
Type
Textbook
Format
Hardcover
Language
English
Publication Name
Lattice Methods for Multiple Integration
Item Height
0.8in
Author
S. Joe, I. H. Sloan
Item Length
9.5in
Publisher
Oxford University Press, Incorporated
Item Width
6.3in
Item Weight
19.4 Oz
Number of Pages
252 Pages

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Product Information

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 avery efficent manner. the book also provides a fast track for readers wanting to move rapidly to using methods in practical calculations. It concludes with extensive numerical test which compare lattice methods with other methods, such as the Monte Carlo.

Product Identifiers

Publisher
Oxford University Press, Incorporated
ISBN-10
0198534728
ISBN-13
9780198534723
eBay Product ID (ePID)
53093

Product Key Features

Author
S. Joe, I. H. Sloan
Publication Name
Lattice Methods for Multiple Integration
Format
Hardcover
Language
English
Publication Year
1994
Type
Textbook
Number of Pages
252 Pages

Dimensions

Item Length
9.5in
Item Height
0.8in
Item Width
6.3in
Item Weight
19.4 Oz

Additional Product Features

Lc Classification Number
Qa311.S56 1994
Reviews
'This nice book gives a thorough coverage of the numerical integration of high dimensional functions by means of lattice rules.....................I found the book very readable, and busy readers are well advised by the authors how to spend best their time with the book'Monatshefte fur Mathematik Vol. 124 1997, "I can recommend this book to everyone who wants or needs to know more about computing multivariate integrals. This book gives a very good overview of the current state-of-the-art lattice rules, and it is very readable."--Bulletin of the American Mathematical Society"This book is devoted to the numerical multiple integration based on lattice rules, generalizing the rectangle rule for an interval."--Mathematical Reviews, "I can recommend this book to everyone who wants or needs to know more about computing multivariate integrals. This book gives a very good overview of the current state-of-the-art lattice rules, and it is very readable."-- Bulletin of the American Mathematical Society "This book is devoted to the numerical multiple integration based on lattice rules, generalizing the rectangle rule for an interval."-- Mathematical Reviews, "I can recommend this book to everyone who wants or needs to know more about computing multivariate integrals. This book gives a very good overview of the current state-of-the-art lattice rules, and it is very readable."--Bulletin of the American Mathematical Society "This book is devoted to the numerical multiple integration based on lattice rules, generalizing the rectangle rule for an interval."--Mathematical Reviews
Table of Content
PrefaceIntroduction1. Lattice rules2. Lattice rules as multiple sums3. Rank-1 rules - the method of good lattice points4. Lattice rules of higher rank - a first look5. Maximal rank lattice rules6. Intermediate rank lattice rules7. Lattice rules for nonperiodic integrands8. Lattice rules - other topics9. Practical implementation of lattice rules10. Comparisons with other methodsAppendicesReferencesIndex
Copyright Date
1994
Topic
Calculus, Topology, Applied
Lccn
94-023066
Dewey Decimal
515/.624
Intended Audience
College Audience
Dewey Edition
20
Illustrated
Yes
Genre
Mathematics

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