|
|
|
|
| LEADER |
01356nam a2200253 a 4500 |
| 001 |
556259 |
| 005 |
20171111230020.0 |
| 008 |
100430s2010 njua b 001 0 eng |
| 020 |
|
|
|a 9780691142128 (hbk.)
|
| 040 |
|
|
|a DLC
|
| 050 |
|
|
|a QA274.23
|b .X58 2010
|
| 082 |
|
|
|2 22
|a 519.2
|
| 100 |
1 |
|
|a Xiu, Dongbin,
|d 1971-
|
| 245 |
1 |
|
|a Numerical methods for stochastic computations :
|b a spectral method approach /
|c Dongbin Xiu.
|
| 260 |
1 |
|
|a Princeton, N.J. :
|b Princeton University Press,
|c c2010.
|
| 300 |
1 |
|
|a xii, 125 p. :
|b ill. ;
|c 25 cm.
|
| 504 |
1 |
|
|a Includes bibliographical references (p. [117]-125) and index.
|
| 505 |
1 |
|
|a 1. Introduction -- 2. Basic concepts of probability theory -- 3. Survey of orthogonal polynomials and approximation theory -- 4. Formulation of stochastic systems -- 5. Generalized polynomial chaos -- 6. Stochastic Galerkin method -- 7. Stochastic collocation method -- 8. Miscellaneous topics and applications -- Appendix A. Some important orthogonal polynomials in the Askey scheme -- Appendix B. The truncated Gaussian model G(α, β).
|
| 650 |
1 |
|
|a Stochastic differential equations
|x Numerical solutions
|
| 650 |
1 |
|
|a Stochastic processes
|
| 650 |
1 |
|
|a Spectral theory (Mathematics)
|
| 650 |
1 |
|
|a Approximation theory
|
| 650 |
1 |
|
|a Probabilities
|
| 952 |
|
|
|a GrThPMO
|b 59b018a46c5ad17d7e5ae4ec
|c 952a
|d 9528
|e QA274.23.X58 2010
|t 7
|x m
|z Books
|
