Numerical Methods for Stochastic Computations : : A Spectral Method Approach /

Numerical Methods for Stochastic Computations : : A Spectral Method Approach / / Dongbin Xiu.

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...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013
VerfasserIn:
Xiu, Dongbin,
Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2010]
©2010
Year of Publication:2010
Language:English
Online Access:
Physical Description:1 online resource (144 p.) :; 50 line illus.
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Table of Contents:
  • Frontmatter
  • Contents
  • Preface
  • Chapter 1. Introduction
  • Chapter 2. Basic Concepts of Probability Theory
  • Chapter 3. Survey of Orthogonal Polynomials and Approximation Theory
  • Chapter 4. Formulation of Stochastic Systems
  • Chapter 5. Generalized Polynomial Chaos
  • Chapter 6. Stochastic Galerkin Method
  • Chapter 7. Stochastic Collocation Method
  • Chapter 8. Miscellaneous Topics and Applications
  • Appendix A Some Important Orthogonal Polynomials in the Askey Scheme
  • Appendix B The Truncated Gaussian Model G(α, β)
  • References
  • Index

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