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Lattice Methods for Multiple Integration

Lattice Methods for Multiple Integration

Hardcover

Series: Oxford Science Publications

CalculusGeneral Mathematics

ISBN10: 0198534728
ISBN13: 9780198534723
Publisher: Clarendon Press
Published: Nov 17 1994
Pages: 252
Weight: 1.19
Height: 0.76 Width: 6.37 Depth: 9.24
Language: English
Lattice methods were recently developed to handle the multiple integrals that occur in quantum chemistry, physics, statistical mechanics, Bayesian statistics, and numerous other fields. Lattice Methods for Multiple Integration provides an outstanding introduction to the subject, offering numerous examples and detailed, practical descriptions of how each method can be applied to a wide range of situations. Thorough and self-contained, the book includes a user-friendly overview of lattice theory and introduces an important new algorithm--along with tables unavailable elsewhere--that both allows for the practical evaluation of multiple integrals in many variables and efficiently produces an error estimate. The book concludes with extensive numerical tests which compare lattice methods to other methods, such as the Monte Carlo.

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Calculus