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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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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    Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions (English)
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    21 January 2019
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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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