[PDF.08ae] Numerical Methods for Stochastic Computations: A Spectral Method Approach
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Numerical Methods for Stochastic Computations: A Spectral Method Approach
Dongbin Xiu
[PDF.xc33] Numerical Methods for Stochastic Computations: A Spectral Method Approach
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| #1177994 in Books | Princeton University Press | 2010-07-21 | Original language:English | PDF # 1 | 9.30 x.60 x6.10l,.80 | File type: PDF | 144 pages | ||3 of 4 people found the following review helpful.| Great book about gPC from one of the masters|By Bill|This book is a comprehensive, self-contained description of Polynomial Chaos methods by Dongbin Xiu, who played/is playing a central role in the development of Polynomial Chaos methods for problems in Uncertainty Quantification. Some math background is required, but most of the background material required to understand Poly||"[A]s a newbie to this field, by reading this lively written text I was able to gain insight into this really interesting and challenging matter."--Peter Mathé, Mathematical s|From the Back Cover||"Sh
The@ first graduate-level textbook to focus on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC). These fast, efficient, and accurate methods are an extension of the classical spectral methods of high-dimensional random spaces. Designed to simulate complex systems subject to random inputs, these methods are widely used in many areas of computer science an...
You can specify the type of files you want, for your gadget.Numerical Methods for Stochastic Computations: A Spectral Method Approach | Dongbin Xiu. Which are the reasons I like to read books. Great story by a great author.
