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Numerical Methods for Stochastic Computations: A Spectral Method Approach Hardcover - 2010
by Dongbin Xiu
From the rear cover
"Short and comprehensive, this book is appropriate for novices of polynomial chaos. Many diverse fields are adopting this method, and this book can be used for first-year graduate studies as well as senior undergraduate courses. The book includes important new developments, such as non-Gaussian processes and stochastic collocation methods."--George Karniadakis, Brown University
Details
- Title Numerical Methods for Stochastic Computations: A Spectral Method Approach
- Author Dongbin Xiu
- Binding Hardcover
- Pages 144
- Volumes 1
- Language ENG
- Publisher Princeton University Press
- Date 2010-07
- Illustrated Yes
- ISBN 9780691142128 / 0691142122
- Weight 0.8 lbs (0.36 kg)
- Dimensions 9.3 x 6.1 x 0.6 in (23.62 x 15.49 x 1.52 cm)
- Library of Congress subjects Stochastic processes, Spectral theory (Mathematics)
- Library of Congress Catalog Number 2010014244
- Dewey Decimal Code 519.2
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Numerical Methods for Stochastic Computations: A Spectral Method Approach
by Xiu, Dongbin
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Numerical Methods for Stochastic Computations: A Spectral Method Approach
by Dongbin Xiu
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Numerical Methods for Stochastic Computations: A Spectral Method Approach
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Hardback. New. 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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Numerical Methods for Stochastic Computations � A Spectral Method Approach
by Xiu, Dongbin
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Princeton Univ Pr, 2010. Hardcover. New. 125 pages. 9.25x6.25x0.50 inches.
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Stock Photo: Cover May Be Different
Numerical Methods for Stochastic Computations � A Spectral Method Approach
by Xiu, Dongbin
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Princeton Univ Pr, 2010. Hardcover. New. 125 pages. 9.25x6.25x0.50 inches.
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