Numerical Methods for Stochastic Computations

A Spectral Method Approach

Nonfiction, Science & Nature, Mathematics, Applied, Computers, Advanced Computing, Computer Science, General Computing
Cover of the book Numerical Methods for Stochastic Computations by Dongbin Xiu, Princeton University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Dongbin Xiu ISBN: 9781400835348
Publisher: Princeton University Press Publication: July 1, 2010
Imprint: Princeton University Press Language: English
Author: Dongbin Xiu
ISBN: 9781400835348
Publisher: Princeton University Press
Publication: July 1, 2010
Imprint: Princeton University Press
Language: English

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
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Princeton University Press

Cover of the book Mastering 'Metrics by Dongbin Xiu
Cover of the book The Free-Market Innovation Machine by Dongbin Xiu
Cover of the book Utopia/Dystopia by Dongbin Xiu
Cover of the book Whose Culture? by Dongbin Xiu
Cover of the book Balancing the Banks by Dongbin Xiu
Cover of the book Smack-Bam, or The Art of Governing Men by Dongbin Xiu
Cover of the book The Life of Roman Republicanism by Dongbin Xiu
Cover of the book The Invisible Hook by Dongbin Xiu
Cover of the book Secret Reports on Nazi Germany by Dongbin Xiu
Cover of the book Pythagoras' Revenge by Dongbin Xiu
Cover of the book Democratic Governance by Dongbin Xiu
Cover of the book The Darwin Economy: Liberty, Competition, and the Common Good by Dongbin Xiu
Cover of the book ISIS by Dongbin Xiu
Cover of the book Between Citizens and the State by Dongbin Xiu
Cover of the book The Development Dilemma by Dongbin Xiu
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy