Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions (Q4611515): Difference between revisions

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scientific article; zbMATH DE number 7003634

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English	Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions	scientific article; zbMATH DE number 7003634

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instance of

scholarly article

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title

Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions (English)

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zbMATH Open document ID

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

21 January 2019

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full work available at URL

https://arxiv.org/abs/1709.05585

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Mathematics Subject Classification ID

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Fokker-Planck equation

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high-dimensional non-Gaussian PDFs

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hybrid strategy

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small sample size

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long time persistence

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MaRDI profile type

MaRDI publication profile

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arXiv ID

1709.05585

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cites work

Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré

0 references

Kernel density estimation via diffusion

0 references

Non-Gaussian Test Models for Prediction and State Estimation with Model Errors

0 references

Quantifying uncertainty for predictions with model error in non-Gaussian systems with intermittency

0 references

Dynamic Stochastic Superresolution of sparsely observed turbulent systems

0 references

A practical difference scheme for Fokker-Planck equations

0 references

An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability

0 references

Predicting the cloud patterns for the boreal summer intraseasonal oscillation through a low-order stochastic model

0 references

Beating the curse of dimension with accurate statistics for the Fokker–Planck equation in complex turbulent systems

0 references

Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions

0 references

Information barriers for noisy Lagrangian tracers in filtering random incompressible flows

0 references

Noisy Lagrangian tracers for filtering random rotating compressible flows

0 references

Kalman filtering with real-time applications.

0 references

Quantification and prediction of extreme events in a one-dimensional nonlinear dispersive wave model

0 references

Reduced-order precursors of rare events in unidirectional nonlinear water waves

0 references

Q3086327

0 references

Methodology for the solutions of some reduced Fokker-Planck equations in high dimensions

0 references

Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation

0 references

Test models for improving filtering with model errors through stochastic parameter estimation

0 references

An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

0 references

A Brief Survey of Bandwidth Selection for Density Estimation

0 references

Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems

0 references

Derivation and analysis of simplified filters

0 references

Q4522401

0 references

Deterministic Nonperiodic Flow

0 references

An introduction to turbulent dynamical systems in complex systems

0 references

Information Theory and Stochastics for Multiscale Nonlinear Systems

0 references

A priori tests of a stochastic mode reduction strategy

0 references

Stochastic models for selected slow variables in large deterministic systems

0 references

Q5470256

0 references

Lessons in uncertainty quantification for turbulent dynamical systems

0 references

Normal forms for reduced stochastic climate models

0 references

An applied mathematics perspective on stochastic modelling for climate

0 references

New perspectives on superparameterization for geophysical turbulence

0 references

Filtering Complex Turbulent Systems

0 references

Physics constrained nonlinear regression models for time series

0 references

Conceptual dynamical models for turbulence

0 references

Blended particle filters for large-dimensional chaotic dynamical systems

0 references

Models for stochastic climate prediction

0 references

A mathematical framework for stochastic climate models

0 references

Ergodicity of truncated stochastic Navier Stokes with deterministic forcing and dispersion

0 references

Fundamental limitations of ad hoc linear and quadratic multi-level regression models for physical systems

0 references

Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.

0 references

Markov chains and stochastic stability

0 references

Numerical Solution of the Fokker–Planck Equation by Finite Difference and Finite Element Methods—A Comparative Study

0 references

The Fokker-Planck equation. Methods of solution and applications.

0 references

Linearization methods for stochastic dynamic systems.

0 references

Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation

0 references

Simple stochastic model for El Niño with westerly wind bursts

0 references

Atmospheric and Oceanic Fluid Dynamics

0 references

On the calculation of stationary solutions of multi-dimensional Fokker-Planck equations by orthogonal functions

0 references

Error analysis for general multtvariate kernel estimators

0 references

Multivariate plug-in bandwidth selection

0 references

OpenAlex ID

W2962802251

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4611515

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-Xin Thomson Tong
@@ Property / author: Xin Thomson Tong / rank @@
-Normal rank
@@ Property / author @@
+Xin Thomson Tong
@@ Property / author: Xin Thomson Tong / rank @@
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+MaRDI publication profile
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@@ Property / arXiv ID: 1709.05585 / rank @@
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@@ Property / cites work @@
+Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
+Normal rank
@@ Property / cites work @@
+Kernel density estimation via diffusion
@@ Property / cites work: Kernel density estimation via diffusion / rank @@
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Test Models for Prediction and State Estimation with Model Errors
+Normal rank
@@ Property / cites work @@
+Quantifying uncertainty for predictions with model error in non-Gaussian systems with intermittency
+Normal rank
@@ Property / cites work @@
+Dynamic Stochastic Superresolution of sparsely observed turbulent systems
+Normal rank
@@ Property / cites work @@
+A practical difference scheme for Fokker-Planck equations
+Normal rank
@@ Property / cites work @@
+An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability
+Normal rank
@@ Property / cites work @@
+Predicting the cloud patterns for the boreal summer intraseasonal oscillation through a low-order stochastic model
+Normal rank
@@ Property / cites work @@
+Beating the curse of dimension with accurate statistics for the Fokker–Planck equation in complex turbulent systems
+Normal rank
@@ Property / cites work @@
+Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions
+Normal rank
@@ Property / cites work @@
+Information barriers for noisy Lagrangian tracers in filtering random incompressible flows
+Normal rank
@@ Property / cites work @@
+Noisy Lagrangian tracers for filtering random rotating compressible flows
+Normal rank
@@ Property / cites work @@
+Kalman filtering with real-time applications.
@@ Property / cites work: Kalman filtering with real-time applications. / rank @@
+Normal rank
@@ Property / cites work @@
+Quantification and prediction of extreme events in a one-dimensional nonlinear dispersive wave model
+Normal rank
@@ Property / cites work @@
+Reduced-order precursors of rare events in unidirectional nonlinear water waves
+Normal rank
@@ Property / cites work @@
+Q3086327
@@ Property / cites work: Q3086327 / rank @@
+Normal rank
@@ Property / cites work @@
+Methodology for the solutions of some reduced Fokker-Planck equations in high dimensions
+Normal rank
@@ Property / cites work @@
+Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation
+Normal rank
@@ Property / cites work @@
+Test models for improving filtering with model errors through stochastic parameter estimation
+Normal rank
@@ Property / cites work @@
+An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models
+Normal rank
@@ Property / cites work @@
+A Brief Survey of Bandwidth Selection for Density Estimation
+Normal rank
@@ Property / cites work @@
+Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems
+Normal rank
@@ Property / cites work @@
+Derivation and analysis of simplified filters
@@ Property / cites work: Derivation and analysis of simplified filters / rank @@
+Normal rank
@@ Property / cites work @@
+Q4522401
@@ Property / cites work: Q4522401 / rank @@
+Normal rank
@@ Property / cites work @@
+Deterministic Nonperiodic Flow
@@ Property / cites work: Deterministic Nonperiodic Flow / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to turbulent dynamical systems in complex systems
+Normal rank
@@ Property / cites work @@
+Information Theory and Stochastics for Multiscale Nonlinear Systems
+Normal rank
@@ Property / cites work @@
+A priori tests of a stochastic mode reduction strategy
+Normal rank
@@ Property / cites work @@
+Stochastic models for selected slow variables in large deterministic systems
+Normal rank
@@ Property / cites work @@
+Q5470256
@@ Property / cites work: Q5470256 / rank @@
+Normal rank
@@ Property / cites work @@
+Lessons in uncertainty quantification for turbulent dynamical systems
+Normal rank
@@ Property / cites work @@
+Normal forms for reduced stochastic climate models
+Normal rank
@@ Property / cites work @@
+An applied mathematics perspective on stochastic modelling for climate
+Normal rank
@@ Property / cites work @@
+New perspectives on superparameterization for geophysical turbulence
+Normal rank
@@ Property / cites work @@
+Filtering Complex Turbulent Systems
@@ Property / cites work: Filtering Complex Turbulent Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Physics constrained nonlinear regression models for time series
+Normal rank
@@ Property / cites work @@
+Conceptual dynamical models for turbulence
@@ Property / cites work: Conceptual dynamical models for turbulence / rank @@
+Normal rank
@@ Property / cites work @@
+Blended particle filters for large-dimensional chaotic dynamical systems
+Normal rank
@@ Property / cites work @@
+Models for stochastic climate prediction
@@ Property / cites work: Models for stochastic climate prediction / rank @@
+Normal rank
@@ Property / cites work @@
+A mathematical framework for stochastic climate models
+Normal rank
@@ Property / cites work @@
+Ergodicity of truncated stochastic Navier Stokes with deterministic forcing and dispersion
+Normal rank
@@ Property / cites work @@
+Fundamental limitations of ad hoc linear and quadratic multi-level regression models for physical systems
+Normal rank
@@ Property / cites work @@
+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Solution of the Fokker–Planck Equation by Finite Difference and Finite Element Methods—A Comparative Study
+Normal rank
@@ Property / cites work @@
+The Fokker-Planck equation. Methods of solution and applications.
+Normal rank
@@ Property / cites work @@
+Linearization methods for stochastic dynamic systems.
+Normal rank
@@ Property / cites work @@
+Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation
+Normal rank
@@ Property / cites work @@
+Simple stochastic model for El Niño with westerly wind bursts
+Normal rank
@@ Property / cites work @@
+Atmospheric and Oceanic Fluid Dynamics
@@ Property / cites work: Atmospheric and Oceanic Fluid Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+On the calculation of stationary solutions of multi-dimensional Fokker-Planck equations by orthogonal functions
+Normal rank
@@ Property / cites work @@
+Error analysis for general multtvariate kernel estimators
+Normal rank
@@ Property / cites work @@
+Multivariate plug-in bandwidth selection
@@ Property / cites work: Multivariate plug-in bandwidth selection / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2962802251
@@ Property / OpenAlex ID: W2962802251 / rank @@
+Normal rank