A Spectral Method Approach
E-Book, Englisch, 144 Seiten, EPUB
ISBN: 978-1-4008-3534-8
Verlag: De Gruyter
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
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
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik EDV | Informatik Informatik Mensch-Maschine-Interaktion Informationsarchitektur
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik EDV | Informatik Daten / Datenbanken Datenbankdesign & Datenbanktheorie