Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions (Q1700731)
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English | Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions |
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Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions (English)
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22 February 2018
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Fokker-Planck equation
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high-dimensional non-Gaussian probability density functions
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intermittency
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conditional Gaussian structures
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hybrid method
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Gaussian mixture
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