Numerical Methods for Stochastic Computations

Name: Numerical Methods for Stochastic Computations
Brand: Princeton University Press
SKU: 2210758
Author: Dongbin Xiu

Dongbin Xiu

Princeton University Press

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Focusing on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC). It illustrates through examples Basic gPC methods, and includes polynomial approximation theory and probability…

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