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This textbook provides a thorough introduction to measure and integration theory, fundamental topics of advanced mathematical analysis. Proceeding at a leisurely, student-friendly pace, the authors begin by recalling elementary notions of real analysis before proceeding to measure theory and Lebesgue integration. Further chapters cover Fourier series, differentiation, modes of convergence, and product measures. Noteworthy topics discussed in the text include Lp spaces, the Radon–Nikodým Theorem, signed measures, the Riesz Representation Theorem, and the Tonelli and Fubini Theorems. This textbook, based on extensive teaching experience, is written for senior undergraduate and beginning graduate students in mathematics. With each topic carefully motivated and hints to more than 300 exercises, it is the ideal companion for self-study or use alongside lecture courses.
Mathematics. --- Fourier analysis. --- Functional analysis. --- Measure and Integration. --- Real Functions. --- Fourier Analysis. --- Functional Analysis. --- Functional calculus --- Calculus of variations --- Functional equations --- Integral equations --- Analysis, Fourier --- Mathematical analysis --- Math --- Science --- Riemann integral. --- Integral, Riemann --- Definite integrals --- Measure theory. --- Functions of real variables. --- Real variables --- Functions of complex variables --- Lebesgue measure --- Measurable sets --- Measure of a set --- Algebraic topology --- Integrals, Generalized --- Measure algebras --- Rings (Algebra)
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Cubature formulas --- Numerical integration --- 519.6 --- 681.3*G14 --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis --- Formulas, Cubature --- Computational mathematics. Numerical analysis. Computer programming --- Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 681.3*G14 Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 519.6 Computational mathematics. Numerical analysis. Computer programming
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Ce Petit traité d’intégration développe une approche originale de l’intégrale. Cette approche, que l’on pourrait qualifier de globale, est due aux deux mathématiciens Jaroslaw Kurzweil et Ralph Henstock. L’enseignement de l’intégration se fait d’ordinaire en deux temps. On débute en proposant des approximations de l’aire située sous le graphe de la fonction sous la forme de sommes de Riemann, ce qui est bien adapté au calcul différentiel et intégral portant sur des fonctions régulières. On présente ensuite l’intégrale de Lebesgue en lien avec la théorie de la mesure. L’approche de Kurzweil et Henstock est proche de celle de Riemann, à cela près que le pas des subdivisions de l’intervalle pour le calcul de l’aire peut ne pas être constant. L’intérêt de cette méthode est de contenir la théorie de Lebesgue et d’être optimale pour le calcul différentiel. Ce livre concerne au premier chef les étudiants de mathématiques de tous les cycles (licence, master, préparation aux concours de l’enseignement…). Il intéressera également les enseignants de mathématiques ou de physique et, plus généralement, les ingénieurs et scientifiques qui font usage de la théorie de l’intégration.
Integration, Functional. --- Riemann integral. --- Henstock-Kurzweil integral. --- Riemann, Bernhard, --- Lebesgue, Henri Léon, --- Gauge integral --- Generalized Riemann integral --- Henstock integrals --- HK integral --- Kurzweil-Henstock integral --- Kurzweil integral --- Riemann integral, Generalized --- Integral, Riemann --- Functional integration --- Lebeg, Anri, --- Riemann, B. --- Riman, Georg Fridrikh Bernkhard, --- Riman, Bernkhard, --- Riemann, Georg Friedrich Bernhard, --- Integrals, Generalized --- Definite integrals --- Functional analysis --- Lebesgue, Henri, --- Functions of several complex variables. --- Fonctions de plusieurs variables complexes. --- Intégration de fonctions.
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This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integration techniques with applications to finance and insurance. The book focuses on providing insights into the interplay between coordinate transformations, effective dimensions and the convergence behaviour of sparse grid methods. The techniques, derivations and algorithms are illustrated by many examples, figures and code segments. Numerical experiments with applications from finance and insurance show that the approaches presented in this book can be faster and more accurate than (quasi-) Monte Carlo methods, even for integrands with hundreds of dimensions.
Calculus, Integral. --- Numerical grid generation (Numerical analysis). --- Numerical analysis --- Finance --- Risk --- Mathematics --- Engineering & Applied Sciences --- Physical Sciences & Mathematics --- Applied Mathematics --- Mathematics - General --- Mathematical models --- Numerical integration. --- Insurance --- Mathematical models. --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Mathematics. --- Economics, Mathematical. --- Computer mathematics. --- Computational Mathematics and Numerical Analysis. --- Quantitative Finance. --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Economics --- Mathematical economics --- Econometrics --- Math --- Science --- Methodology --- Definite integrals --- Interpolation --- Computer science --- Finance. --- Funding --- Funds --- Currency question --- Economics, Mathematical .
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681.3*G14 --- Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 681.3*G14 Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- Numerical integration --- 519.6 --- 519.6 Computational mathematics. Numerical analysis. Computer programming --- Computational mathematics. Numerical analysis. Computer programming --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis
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Numerical integration --- Congresses --- 519.6 --- 681.3*G14 --- 681.3*G14 Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 519.6 Computational mathematics. Numerical analysis. Computer programming --- Computational mathematics. Numerical analysis. Computer programming --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis --- Numerical integration - Congresses
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Numerical analysis --- Numerical integration --- Intégration numérique --- 519.64 --- 681.3*G14 --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical methods for solution of integral equations. Quadrature formulae --- Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- Numerical integration. --- 681.3*G14 Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 519.64 Numerical methods for solution of integral equations. Quadrature formulae --- Numerical analysis. --- Integrals --- Integration numerique
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Numerical solutions of differential equations --- Numerical integration --- Congresses --- -519.6 --- 681.3*G14 --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis --- Computational mathematics. Numerical analysis. Computer programming --- Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 681.3*G14 Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 519.6 Computational mathematics. Numerical analysis. Computer programming --- 519.6 --- Numerical integration - Congresses
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Numerical integration --- 519.6 --- 681.3*G14 --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis --- Computational mathematics. Numerical analysis. Computer programming --- Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- Numerical integration. --- 681.3*G14 Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 519.6 Computational mathematics. Numerical analysis. Computer programming --- Analyse numérique. --- Analyse numérique --- Numerical analysis. --- Integration numerique --- Calcul integral --- Integrales multiples
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Initial value problems --- Numerical solutions --- Numerical integration --- -519.6 --- 681.3*G14 --- Problems, Initial value --- Boundary value problems --- Differential equations --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis --- Computational mathematics. Numerical analysis. Computer programming --- Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- Theses --- 681.3*G14 Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 519.6 Computational mathematics. Numerical analysis. Computer programming --- 519.6 --- Initial value problems - Numerical solutions