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Krylov integration factor method on sparse grids for high spatial dimension convection-diffusion equations
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    Krylov integration factor method on sparse grids for high spatial dimension convection-diffusion equations (English)
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    10 August 2017
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    implicit integration factor methods
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    sparse grids
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    Krylov subspace approximation
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    high spatial dimensions
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    convection-diffusion equations
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    semidiscretization
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    advection-diffusion-reaction equations
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    computational complexity
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    Fokker-Planck equations
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    numerical examples
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