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Numerical methods for stochastic computations : a spectral method approach /
"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 spec...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton, N.J. :
Princeton University Press,
©2010.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Xiu, Dongbin, |d 1971- | |
| 245 | 1 | 0 | |a Numerical methods for stochastic computations : |b a spectral method approach / |c Dongbin Xiu. |
| 260 | |a Princeton, N.J. : |b Princeton University Press, |c ©2010. | ||
| 300 | |a 1 online resource (xii, 125 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references (pages 117-125) and index. | ||
| 505 | 0 | |a 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. | |
| 520 | |a "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 book 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." | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a JSTOR |b Books at JSTOR All Purchased | ||
| 590 | |a JSTOR |b Books at JSTOR Evidence Based Acquisitions | ||
| 590 | |a JSTOR |b Books at JSTOR Demand Driven Acquisitions (DDA) | ||
| 650 | 0 | |a Stochastic differential equations |x Numerical solutions. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 0 | |a Spectral theory (Mathematics) | |
| 650 | 0 | |a Approximation theory. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 2 | |a Stochastic Processes | |
| 650 | 2 | |a Probability | |
| 650 | 6 | |a Équations différentielles stochastiques |x Solutions numériques. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 6 | |a Spectre (Mathématiques) | |
| 650 | 6 | |a Théorie de l'approximation. | |
| 650 | 6 | |a Probabilités. | |
| 650 | 7 | |a probability. |2 aat | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a COMPUTERS |x Computer Science. |2 bisacsh | |
| 650 | 7 | |a Approximation theory |2 fast | |
| 650 | 7 | |a Probabilities |2 fast | |
| 650 | 7 | |a Spectral theory (Mathematics) |2 fast | |
| 650 | 7 | |a Stochastic differential equations |x Numerical solutions |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Xiu, Dongbin, 1971- |t Numerical methods for stochastic computations. |d Princeton, N.J. : Princeton University Press, ©2010 |z 9780691142128 |w (DLC) 2010014244 |w (OCoLC)466341417 |
| 856 | 4 | 0 | |u https://jstor.uam.elogim.com/stable/10.2307/j.ctv7h0skv |z Texto completo |
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