By Dongbin Xiu
ISBN-10: 0691142122
ISBN-13: 9780691142128
The@ first graduate-level textbook to target primary facets of numerical tools for stochastic computations, this publication describes the category of numerical tools in line with generalized polynomial chaos (gPC). those speedy, effective, and exact tools are an extension of the classical spectral tools of high-dimensional random areas. Designed to simulate complicated structures topic to random inputs, those equipment are conventional in lots of components of laptop technology and engineering.
The e-book introduces polynomial approximation concept and likelihood conception; describes the fundamental idea of gPC equipment via numerical examples and rigorous improvement; info the approach for changing stochastic equations into deterministic ones; utilizing either the Galerkin and collocation methods; and discusses the detailed variations and demanding situations coming up from high-dimensional difficulties. The final part is dedicated to the applying of gPC ways to severe components similar to inverse difficulties and information assimilation.
excellent to be used through graduate scholars and researchers either within the lecture room and for self-study, Numerical equipment for Stochastic Computations offers the mandatory instruments for in-depth learn on the topic of stochastic computations.
- The first graduate-level textbook to target the basics of numerical tools for stochastic computations
- Ideal advent for graduate classes or self-study
- Fast, effective, and exact numerical equipment
- Polynomial approximation idea and likelihood concept integrated
- Basic gPC tools illustrated via examples
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Numerical Methods for Stochastic Computations: A Spectral Method Approach by Dongbin Xiu
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