Numerical Methods For Stochastic Computations

Numerical Methods For Stochastic Computations

Numerical Methods For Stochastic Computations

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Numerical Methods For Stochastic Computations

Focusing on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC). It illustrates through examples Basic gPC methods, and includes polynomial approximation theory and probability theory.