Numerical methods for stochastic computations : a spectral method approach / Dongbin Xiu.
Material type:
TextPublisher: Princeton, N.J. : Princeton University Press, [2010]Copyright date: ©2010Description: xii, 125 pages : illustrations ; 25 cmContent type: - text
- unmediated
- volume
- 0691142122
- 9780691142128
- 519.2 22
- QA274.23 .X58 2010
Contents:
Introduction -- Basic Concepts of Probability Theory -- Survey of Orthogonal Polynomials and Approximation Theory -- Formulation of Stochastic Systems -- Generalized Polynomial Chaos -- Stochastic Galerkin Method -- Stochastic Collocation Method -- Miscellaneous Topics and Applications -- Appendix A. Some Important Orthogonal Polynomials in the Askey Scheme -- Appendix B. The Truncated Gaussian Model G(a, ß); References.
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| Book | City Campus City Campus Main Collection | 519.2 XIU (Browse shelf(Opens below)) | 1 | Available | A452369B |
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Includes bibliographical references and index.
Introduction -- Basic Concepts of Probability Theory -- Survey of Orthogonal Polynomials and Approximation Theory -- Formulation of Stochastic Systems -- Generalized Polynomial Chaos -- Stochastic Galerkin Method -- Stochastic Collocation Method -- Miscellaneous Topics and Applications -- Appendix A. Some Important Orthogonal Polynomials in the Askey Scheme -- Appendix B. The Truncated Gaussian Model G(a, ß); References.
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