Integration and Cubature Methods

Integration and Cubature Methods
Author: Willi Freeden
Publisher: CRC Press
Total Pages: 501
Release: 2017-11-22
Genre: Mathematics
ISBN: 1351764764

In industry and economics, the most common solutions of partial differential equations involving multivariate numerical integration over cuboids include techniques of iterated one-dimensional approximate integration. In geosciences, however, the integrals are extended over potato-like volumes (such as the ball, ellipsoid, geoid, or the Earth) and their boundary surfaces which require specific multi-variate approximate integration methods. Integration and Cubature Methods: A Geomathematically Oriented Course provides a basic foundation for students, researchers, and practitioners interested in precisely these areas, as well as breaking new ground in integration and cubature in geomathematics.

Integration and Cubature Methods

Integration and Cubature Methods
Author: Willi Freeden
Publisher: CRC Press
Total Pages: 513
Release: 2017-11-22
Genre: Mathematics
ISBN: 1351764756

In industry and economics, the most common solutions of partial differential equations involving multivariate numerical integration over cuboids include techniques of iterated one-dimensional approximate integration. In geosciences, however, the integrals are extended over potato-like volumes (such as the ball, ellipsoid, geoid, or the Earth) and their boundary surfaces which require specific multi-variate approximate integration methods. Integration and Cubature Methods: A Geomathematically Oriented Course provides a basic foundation for students, researchers, and practitioners interested in precisely these areas, as well as breaking new ground in integration and cubature in geomathematics.

Methods of Numerical Integration

Methods of Numerical Integration
Author: Philip J. Davis
Publisher: Academic Press
Total Pages: 628
Release: 2014-05-10
Genre: Mathematics
ISBN: 1483264289

Methods of Numerical Integration, Second Edition describes the theoretical and practical aspects of major methods of numerical integration. Numerical integration is the study of how the numerical value of an integral can be found. This book contains six chapters and begins with a discussion of the basic principles and limitations of numerical integration. The succeeding chapters present the approximate integration rules and formulas over finite and infinite intervals. These topics are followed by a review of error analysis and estimation, as well as the application of functional analysis to numerical integration. A chapter describes the approximate integration in two or more dimensions. The final chapter looks into the goals and processes of automatic integration, with particular attention to the application of Tschebyscheff polynomials. This book will be of great value to theoreticians and computer programmers.

The Theory of Cubature Formulas

The Theory of Cubature Formulas
Author: S.L. Sobolev
Publisher: Springer
Total Pages: 418
Release: 2014-03-14
Genre: Mathematics
ISBN: 9789401589147

This volume considers various methods for constructing cubature and quadrature formulas of arbitrary degree. These formulas are intended to approximate the calculation of multiple and conventional integrals over a bounded domain of integration. The latter is assumed to have a piecewise-smooth boundary and to be arbitrary in other aspects. Particular emphasis is placed on invariant cubature formulas and those for a cube, a simplex, and other polyhedra. Here, the techniques of functional analysis and partial differential equations are applied to the classical problem of numerical integration, to establish many important and deep analytical properties of cubature formulas. The prerequisites of the theory of many-dimensional discrete function spaces and the theory of finite differences are concisely presented. Special attention is paid to constructing and studying the optimal cubature formulas in Sobolev spaces. As an asymptotically optimal sequence of cubature formulas, a many-dimensional abstraction of the Gregory quadrature is indicated. Audience: This book is intended for researchers having a basic knowledge of functional analysis who are interested in the applications of modern theoretical methods to numerical mathematics.

Computational Integration

Computational Integration
Author: Arnold R. Krommer
Publisher: SIAM
Total Pages: 449
Release: 1998-01-01
Genre: Mathematics
ISBN: 0898713749

This survey covers a wide range of topics fundamental to calculating integrals on computer systems and discusses both the theoretical and computational aspects of numerical and symbolic methods. It includes extensive sections on one- and multidimensional integration formulas, like polynomial, number-theoretic, and pseudorandom formulas, and deals with issues concerning the construction of numerical integration algorithms.

Nodal Discontinuous Galerkin Methods

Nodal Discontinuous Galerkin Methods
Author: Jan S. Hesthaven
Publisher: Springer Science & Business Media
Total Pages: 502
Release: 2007-12-20
Genre: Mathematics
ISBN: 0387720677

This book offers an introduction to the key ideas, basic analysis, and efficient implementation of discontinuous Galerkin finite element methods (DG-FEM) for the solution of partial differential equations. It covers all key theoretical results, including an overview of relevant results from approximation theory, convergence theory for numerical PDE’s, and orthogonal polynomials. Through embedded Matlab codes, coverage discusses and implements the algorithms for a number of classic systems of PDE’s: Maxwell’s equations, Euler equations, incompressible Navier-Stokes equations, and Poisson- and Helmholtz equations.

Numerical Integration

Numerical Integration
Author: Terje O. Espelid
Publisher: Springer Science & Business Media
Total Pages: 394
Release: 1992
Genre: Computers
ISBN:

This volume contains the proceedings of the NATO Advanced Research Workshop on Numerical Integration that took place in Bergen, Norway, in June 1991. It includes papers for all invited talks and a selection of contributed talks.

Lattice Methods for Multiple Integration

Lattice Methods for Multiple Integration
Author: I. H. Sloan
Publisher: Oxford University Press
Total Pages: 256
Release: 1994
Genre: Mathematics
ISBN: 9780198534723

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