Numerical methods for stochastic computations : a spectral method approach /
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| Format: | Book |
| Language: | English |
| Published: |
Princeton, N.J. :
Princeton University Press,
c2010.
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| Subjects: |
Table of Contents:
- 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).