Multivariate numerical differentiation

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Numerical Integration of Multivariate

In the present paper we study quasi-Monte Carlo methods to integrate functions representable by generalized Haar series in high dimensions. Using (t; m; s)-nets to calculate the quasi-Monte Carlo approximation, we get best possible estimates of the integration error for practically relevant classes of functions. The local structure of the Haar functions yields interesting new aspects in proofs ...

متن کامل

On stable numerical differentiation

A new approach to the construction of finite-difference methods is presented. It is shown how the multi-point differentiators can generate regularizing algorithms with a stepsize h being a regularization parameter. The explicitly computable estimation constants are given. Also an iteratively regularized scheme for solving the numerical differentiation problem in the form of Volterra integral eq...

متن کامل

Numerical factorization of multivariate complex polynomials

One can consider the problem of factoring multivariate complex polynomials as a special case of the decomposition of a pure dimensional solution set of a polynomial system into irreducible components. The importance and nature of this problem however justify a special treatment. We exploit the reduction to the univariate root finding problem as a way to sample the polynomial more efficiently, c...

متن کامل

Numerical Evaluation of Singular Multivariate Normal Distributions

We present an eecient and accurate method to evaluate multivariate normal probabilities with arbitrary singular correlation matrices. The new method is applied to the construction of simultaneous conndence intervals and simultaneous all pairwise conndence intervals for multinomial proportions when the sample size is suuciently large.

متن کامل

Numerical Computation of Multivariate Normal Probabilities

The numerical computation of a multivariate normal probability is often a diicult problem. This article describes a transformation that simpliies the problem and places it into a form that allows eecient calculation using standard numerical multiple integration algorithms. Test results are presented that compare implementations of two algorithms that use the transformation, with currently avail...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Computational and Applied Mathematics

سال: 2011

ISSN: 0377-0427

DOI: 10.1016/j.cam.2011.07.031