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Dongbin Xiu eBooks

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Dongbin Xiu eBooks

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Xiu, Dongbin Numerical Methods for Stochastic Computations Read Excerpt

Numerical Methods for Stochastic Computations

By: Dongbin Xiu

Publisher: Princeton University Press
Pub. Date: 07/01/2010
Format: ePub Encrypted (DRM)

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 accurat...

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