Numerical Methods for Stochastic Computations
A Spectral Method Approach
$192.79
- Hardcover
144 pages
- Release Date
27 September 2010
Summary
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. The boo…
Book Details
| ISBN-13: | 9780691142128 |
|---|---|
| ISBN-10: | 0691142122 |
| Author: | Dongbin Xiu |
| Publisher: | Princeton University Press |
| Imprint: | Princeton University Press |
| Format: | Hardcover |
| Number of Pages: | 144 |
| Release Date: | 27 September 2010 |
| Weight: | 340g |
| Dimensions: | 235mm x 152mm |
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What They're Saying
Critics Review
”[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 Mathe, Mathematical Reviews
About The Author
Dongbin Xiu
Dongbin Xiu is associate professor of mathematics at Purdue University.
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