Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

S.L. Sobolev (1908–1989) was a great mathematician of the twentieth century. His selected works included in this volume laid the foundations for intensive development of the modern theory of partial differential equations and equations of mathematical physics, and they were a gold mine for new directions of functional analysis and computational mathematics. The topics covered in this volume include Sobolev’s fundamental works on equations of mathematical physics, computational mathematics, and cubature formulas. Some of the articles are generally unknown to mathematicians because they were published in journals that are difficult to access. Audience This book is intended for mathematicians, especially those interested in mechanics and physics, and graduate and postgraduate students in mathematics and physics departments.

Mathematical physics. --- Cubature formulas. --- Differential equations, Partial. --- Physical mathematics --- Physics --- Partial differential equations --- Formulas, Cubature --- Numerical integration --- Mathematics --- Differential equations, partial. --- Numerical analysis. --- Mathematics. --- Operator theory. --- Partial Differential Equations. --- Numerical Analysis. --- Applications of Mathematics. --- Operator Theory. --- Functional analysis --- Math --- Science --- Mathematical analysis --- Partial differential equations. --- Applied mathematics. --- Engineering mathematics. --- Engineering --- Engineering analysis

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The book addresses the problem of calculation of d-dimensional integrals (conditional expectations) in filter problems. It develops new methods of deterministic numerical integration, which can be used to speed up and stabilize filter algorithms. With the help of these methods, better estimates and predictions of latent variables are made possible in the fields of economics, engineering and physics. The resulting procedures are tested within four detailed simulation studies.

Statistics. --- Computer mathematics. --- Vibration. --- Dynamical systems. --- Dynamics. --- Econometrics. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Computational Mathematics and Numerical Analysis. --- Vibration, Dynamical Systems, Control. --- Statistical Physics and Dynamical Systems. --- Cubature formulas. --- Numerical integration. --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis --- Formulas, Cubature --- Numerical integration --- Computer science --- Statistical physics. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Mathematics. --- Physics --- Mathematical statistics --- Cycles --- Mechanics --- Sound --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Economics, Mathematical --- Statistics --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Statistics . --- Dynamical systems --- Kinetics --- Mechanics, Analytic --- Force and energy --- Statics