Please suggest good book on "Numerical methods for stochastic computing"?

12 December 2012 1 4K Report

I am planning to carry project on uncertainty analysis and learning basic of Numerical methods for stochastic computing. The book can cover Monte Carlo, perturbation, generalized polynomial Chaos, etc. method.

Mostafa Abbasi

For Spectral methods such as Polynomial Chaos, the most well-known book is "Spectral Methods for Uncertainty Quantification" written by Le Maitre and Knio.

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