Arsenev D.G., Ivanov V.M., Kulchitskii O.Iu. Adaptive Methods of Computing Mathematics and Mechanics: Stochastic Variant

World Scientific Publishing, 1998. — 400 p. — ISBN10: 9810235011A description of the adaptive methods of statistical numerical analysis using evaluation of integrals, solution of integral equations, boundary value problems of the theory of elasticity and heat conduction as examples. The results and approaches provided are different from those available in the literature, as detailed descriptions of the mechanisms of adaptation of statistical evaluation procedures, which accelerate their convergence, are given.