Numerical Methods for Stochastic Computations
A Spectral Method Approach
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"Short and comprehensive, this book is appropriate for novices of polynomial chaos. Many diverse fields are adopting this method, and this book can be used for first-year graduate studies as well as senior undergraduate courses. The book includes important new developments, such as non-Gaussian processes and stochastic collocation methods."--George Karniadakis, Brown University
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