Lattice Methods for Multiple Integration (BOK)

I.H. Sloan, S. Joe

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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 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.


Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 1994 Forfatter I.H. Sloan, S. Joe
Oxford University Press
ISBN 9780198534723
Antall sider 252 Dimensjoner 16,1cm x 24,1cm x 2cm
Vekt 548 gram Leverandør Bertram Trading Ltd
Emner og form Algebra, Number theory, Calculus of variations