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Titre :
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Numerical methods for stochastic computations: a spectral method approach
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Auteurs :
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D. Xiu
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Type de document :
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ouvrage
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Editeur :
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Princeton, USA : Princeton University Press, 2010
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Collection :
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Mathematics/computer science/engineering
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ISBN/ISSN/EAN :
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978-0-691-14212-8
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Format :
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125
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Langues:
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= Anglais
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Catégories :
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Statistique
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Mots-clés:
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CALCUL DE PROBABILITE
;
MODELISATION
;
MODELE STOCHASTIQUE
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Résumé :
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This book describes the class of numerical methods based on generalized polynomial chaos. Designed to simulate complex systems subject to random inputs, these methods are widely used in many areas of computer science and engineering.
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