Deterministic and stochastic error bounds in numerical analysis / Erich Novak
Type de document : Livre numériqueCollection : Lecture notes in mathematics, 1349Langue : anglais.Éditeur : Berlin : Springer-Verlag, 1988ISBN: 9783540503682.ISSN: 1617-9692.Sujet MSC : 65Gxx, Numerical analysis - Error analysis and interval analysis65C05, Numerical analysis - Probabilistic methods, stochastic differential equations, Monte Carlo methods
65Dxx, Numerical analysis - Numerical approximation and computational geometry (primarily algorithms)
65Kxx, Numerical analysis - Numerical methods for mathematical programming, optimization and variational techniquesEn-ligne : Springerlink | Zentralblatt | MathSciNet
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The author investigates various deterministic and stochastic error bounds in numerical analysis; he is mainly interested in problems of approximation, optimization, and integration. The framework of these computational problems is the information-centered approach. This approach asks for optimal methods and optimal error bounds corresponding to a given function class if only the available information is used. Different function classes are considered for both adaptive and nonadaptive methods. The main function classes are Lipschitz ones. ... (MathSciNet)
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