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Chapter 4. Formulation of Stochastic Systems
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Chapters in this book
- Frontmatter i
- Contents vii
- Preface xi
- Chapter 1. Introduction 1
- Chapter 2. Basic Concepts of Probability Theory 9
- Chapter 3. Survey of Orthogonal Polynomials and Approximation Theory 25
- Chapter 4. Formulation of Stochastic Systems 44
- Chapter 5. Generalized Polynomial Chaos 57
- Chapter 6. Stochastic Galerkin Method 68
- Chapter 7. Stochastic Collocation Method 78
- Chapter 8. Miscellaneous Topics and Applications 89
- Appendix A Some Important Orthogonal Polynomials in the Askey Scheme 105
- Appendix B The Truncated Gaussian Model G(α, β) 113
- References 117
- Index 127
Chapters in this book
- Frontmatter i
- Contents vii
- Preface xi
- Chapter 1. Introduction 1
- Chapter 2. Basic Concepts of Probability Theory 9
- Chapter 3. Survey of Orthogonal Polynomials and Approximation Theory 25
- Chapter 4. Formulation of Stochastic Systems 44
- Chapter 5. Generalized Polynomial Chaos 57
- Chapter 6. Stochastic Galerkin Method 68
- Chapter 7. Stochastic Collocation Method 78
- Chapter 8. Miscellaneous Topics and Applications 89
- Appendix A Some Important Orthogonal Polynomials in the Askey Scheme 105
- Appendix B The Truncated Gaussian Model G(α, β) 113
- References 117
- Index 127