Numerical Methods for Stochastic Computations: A Spectral Method Approach - Dongbin Xiu
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"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
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Description
"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
More Information
| Author | Dongbin Xiu |
|---|---|
| Publisher | Princeton University Press |
| Release year | 2010 |
| Cover type | Hardcover |
| EAN | 9780691142128 |