Numerical Methods for Stochastic Computations - Xiu, Dongbin
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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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Produktbeschreibung
"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
Autorenporträt
Dongbin Xiu