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Lattice Methods for Multiple Integration
(Englisch)
Sloan, I. H. & Joe, S.

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Produktbeschreibung

This monograph explores 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.

Klappentext

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 deillegalscriptions 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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