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Numerical Methods for Stochastic Computations

Hardback
Published : Wednesday 21 July 2010
ISBN : 9780691142128
Price : €67.86


Description

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.



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