Adaptive Stochastic Methods
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Adaptive Stochastic Methods
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Author : Dmitry G. Arseniev
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2018-01-09
Adaptive Stochastic Methods written by Dmitry G. Arseniev and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-09 with Mathematics categories.
This monograph develops adaptive stochastic methods in computational mathematics. The authors discuss the basic ideas of the algorithms and ways to analyze their properties and efficiency. Methods of evaluation of multidimensional integrals and solutions of integral equations are illustrated by multiple examples from mechanics, theory of elasticity, heat conduction and fluid dynamics. Contents Part I: Evaluation of Integrals Fundamentals of the Monte Carlo Method to Evaluate Definite Integrals Sequential Monte Carlo Method and Adaptive Integration Methods of Adaptive Integration Based on Piecewise Approximation Methods of Adaptive Integration Based on Global Approximation Numerical Experiments Adaptive Importance Sampling Method Based on Piecewise Constant Approximation Part II: Solution of Integral Equations Semi-Statistical Method of Solving Integral Equations Numerically Problem of Vibration Conductivity Problem on Ideal-Fluid Flow Around an Airfoil First Basic Problem of Elasticity Theory Second Basic Problem of Elasticity Theory Projectional and Statistical Method of Solving Integral Equations Numerically
Adaptive Stochastic Methods
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Author : Dmitriĭ Germanovich Arsenʹev
language : en
Publisher: de Gruyter
Release Date : 2018
Adaptive Stochastic Methods written by Dmitriĭ Germanovich Arsenʹev and has been published by de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Mathematics categories.
"This monograph is devoted to developing adaptive stochastic methods of computational mathematics with the use of adaptively controlled computational procedures. We consider the base ideas of the algorithms, ways to synthesise them, and analyse their properties and efficiency while evaluating multidimensional integrals and solving integral equations of the theory of elasticity and the theory of heat conduction. The key feature of the approaches and results presented in this book consists of a comprehensive analysis of mechanisms of utilisation of adaptive control in statistical evaluation procedures, which makes them converge much faster. This book is intended for all students of numerical methods, mathematical statistics, and methods of statistical simulation, as well as for specialists in the fields of computational mathematics and mechanics"--Page v.
Stochastic Adaptive Search For Global Optimization
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Author : Z.B. Zabinsky
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27
Stochastic Adaptive Search For Global Optimization written by Z.B. Zabinsky and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-27 with Mathematics categories.
The field of global optimization has been developing at a rapid pace. There is a journal devoted to the topic, as well as many publications and notable books discussing various aspects of global optimization. This book is intended to complement these other publications with a focus on stochastic methods for global optimization. Stochastic methods, such as simulated annealing and genetic algo rithms, are gaining in popularity among practitioners and engineers be they are relatively easy to program on a computer and may be cause applied to a broad class of global optimization problems. However, the theoretical performance of these stochastic methods is not well under stood. In this book, an attempt is made to describe the theoretical prop erties of several stochastic adaptive search methods. Such a theoretical understanding may allow us to better predict algorithm performance and ultimately design new and improved algorithms. This book consolidates a collection of papers on the analysis and de velopment of stochastic adaptive search. The first chapter introduces random search algorithms. Chapters 2-5 describe the theoretical anal ysis of a progression of algorithms. A main result is that the expected number of iterations for pure adaptive search is linear in dimension for a class of Lipschitz global optimization problems. Chapter 6 discusses algorithms, based on the Hit-and-Run sampling method, that have been developed to approximate the ideal performance of pure random search. The final chapter discusses several applications in engineering that use stochastic adaptive search methods.
Stochastic Systems
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Author : P. R. Kumar
language : en
Publisher: SIAM
Release Date : 2015-12-15
Stochastic Systems written by P. R. Kumar and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-15 with Mathematics categories.
Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.?
Adaptive Stochastic Optimization Techniques With Applications
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Author : James A. Momoh
language : en
Publisher: CRC Press
Release Date : 2015-12-02
Adaptive Stochastic Optimization Techniques With Applications written by James A. Momoh and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-02 with Business & Economics categories.
Adaptive Stochastic Optimization Techniques with Applications provides a single, convenient source for state-of-the-art information on optimization techniques used to solve problems with adaptive, dynamic, and stochastic features. Presenting modern advances in static and dynamic optimization, decision analysis, intelligent systems, evolutionary pro
Adaptive Algorithms And Stochastic Approximations
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Author : Albert Benveniste
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Adaptive Algorithms And Stochastic Approximations written by Albert Benveniste and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as stochastic approximations in the mathematical statistics literature, that is to say the adaptation procedure (once all modelling problems have been resolved). The juxtaposition of these two expressions in the title reflects the ambition of the authors to produce a reference work, both for engineers who use these adaptive algorithms and for probabilists or statisticians who would like to study stochastic approximations in terms of problems arising from real applications. Hence the book is organised in two parts, the first one user-oriented, and the second providing the mathematical foundations to support the practice described in the first part. The book covers the topcis of convergence, convergence rate, permanent adaptation and tracking, change detection, and is illustrated by various realistic applications originating from these areas of applications.
Spatially Adaptive Stochastic Methods For Mesoscopic Fluid Structure Interactions In Complex Geometries
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Author :
language : en
Publisher:
Release Date : 2015
Spatially Adaptive Stochastic Methods For Mesoscopic Fluid Structure Interactions In Complex Geometries written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
Stochastic Adaptive Control Results And Simulations
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Author : Alexis Aloneftis
language : en
Publisher: Springer
Release Date : 1987
Stochastic Adaptive Control Results And Simulations written by Alexis Aloneftis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Language Arts & Disciplines categories.
The theme of this monograph is the adaptive control of systems in a stochastic environment and, more precisely, the study of the tracking problem for ARMAX SISO stochastic systems with time invariant and time varying parameters. Results of simultaneous tracking and parameter identification are included. The author has aimed to (1) provide a reasonably self-contained and up-to-date exposition of the tracking problem after having properly placed it amongst numerous ideas, approaches, and subproblems related to adaptive control, (2) display computer simulation results and discuss their comparative behaviour, (3) introduce a new approach to the stochastic adaptive control with promising results, and (4) qualitatively discuss the adaptive control problem in the hope of improving our understanding of it, stimulate the informed reader to come up with new ideas, and attract newcomers to its study. The reader is assumed to have studied control systems at the graduate level and to have a reasonably good grasp of basic probability theory. Apart from its educational value to the adaptive control student, it is hoped that the accumulation of scattered results and their computer simulation, as well as an extensive reference section will attract the active researcher in this field.
Adaptive Stochastic Methods
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Author : Dmitry G. Arseniev
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2018-01-09
Adaptive Stochastic Methods written by Dmitry G. Arseniev and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-09 with Mathematics categories.
This monograph develops adaptive stochastic methods in computational mathematics. The authors discuss the basic ideas of the algorithms and ways to analyze their properties and efficiency. Methods of evaluation of multidimensional integrals and solutions of integral equations are illustrated by multiple examples from mechanics, theory of elasticity, heat conduction and fluid dynamics. Contents Part I: Evaluation of Integrals Fundamentals of the Monte Carlo Method to Evaluate Definite Integrals Sequential Monte Carlo Method and Adaptive Integration Methods of Adaptive Integration Based on Piecewise Approximation Methods of Adaptive Integration Based on Global Approximation Numerical Experiments Adaptive Importance Sampling Method Based on Piecewise Constant Approximation Part II: Solution of Integral Equations Semi-Statistical Method of Solving Integral Equations Numerically Problem of Vibration Conductivity Problem on Ideal-Fluid Flow Around an Airfoil First Basic Problem of Elasticity Theory Second Basic Problem of Elasticity Theory Projectional and Statistical Method of Solving Integral Equations Numerically
Unsteady Adaptive Stochastic Collocation Methods On Sparse Grids
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Author : Bettina Schieche
language : de
Publisher:
Release Date : 2012
Unsteady Adaptive Stochastic Collocation Methods On Sparse Grids written by Bettina Schieche and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.