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(Hardback)

By: Dongbin Xiu

ISBN: 9780691142128
Readership/Audience: Tertiary Education
Publication Date: Sep 2010
Publisher: Princeton University Press
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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.