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Numerical Methods for Stochastic Computations: A Spectral Method Approach
The first graduate-level textbook to focus on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC). These fast, efficient, and accurate methods are an extension of the classical spectral m...
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| Lenguaje: | eng |
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Princeton University Press
2010
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| Acceso en línea: | http://cds.cern.ch/record/1338490 |