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Numerical Methods for Stochastic Computations - A Spectral Approach...

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《Numerical Methods for Stochastic Computations》一书采用谱方法探讨随机计算中的数值技术,提供解决高维随机问题的有效算法和理论分析。 这本书介绍了随机方程的数值计算方法,特别是那些由系数或区域随机性产生的方程。书中涵盖了多项式混沌展开(gPC)和配置法等多种技术,并提供了一些简单的应用实例。

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