Numerical Methods for Stochastic Computations : A Spectral Method Approach
by
Dongbin Xiu
Book Details
Format
Hardback or Cased Book
ISBN-10
0691142122
ISBN-13
9780691142128
Publisher
Princeton University Press
Imprint
Princeton University Press
Country of Manufacture
US
Country of Publication
GB
Publication Date
Jul 21st, 2010
Print length
144 Pages
Weight
358 grams
Dimensions
24.20 x 16.60 x 1.60 cms
Ksh 11,150.00
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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 theory.
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