Description: Numerical Methods for Stochastic Computations : A Spectral Method Approach, Hardcover by Xiu, Dongbin, ISBN 0691142122, ISBN-13 9780691142128, Brand New, Free shipping in the US
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 and engineering.
Th introduces polynomial approximation theory and probability theory; describes the basic theory of gPC methods through numerical examples and rigorous development; details the procedure for converting stochastic equations into deterministic ones; using both the Galerkin and collocation approaches; and discusses the distinct differences and challenges arising from high-dimensional problems. The last section is devoted to the application of gPC methods to critical areas such as inverse problems and data assimilation.
Ideal for use by graduate students and researchers both in the classroom and for self-study, Numerical Methods for Stochastic Computations provides the required tools for in-depth research related to stochastic computations.
- The first graduate-level textbook to focus on the fundamentals of numerical methods for stochastic computations
- Ideal introduction for graduate courses or self-study
- Fast, efficient, and accurate numerical methods
- Polynomial approximation theory and probability theory included
- Basic gPC methods illustrated through examples
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Book Title: Numerical Methods for Stochastic Computations : A Spectral Method
Number of Pages: 144 Pages
Language: English
Publication Name: Numerical Methods for Stochastic Computations : a Spectral Method Approach
Publisher: Princeton University Press
Publication Year: 2010
Subject: Differential Equations / General, Data Modeling & Design, Functional Analysis, Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Computer Science, Applied
Item Height: 0.7 in
Item Weight: 12 Oz
Type: Textbook
Item Length: 9.5 in
Subject Area: Mathematics, Computers
Author: Dongbin Xiu
Item Width: 6.4 in
Format: Hardcover
