Numerical methods for high-dimensional probability density function equations

DOI10.1016/J.JCP.2015.10.030zbMath1349.65046OpenAlexW2113953196MaRDI QIDQ2374964

Heyrim Cho, Daniele Venturi, George Em. Karniadakis

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/22f03447

zbMATH Keywords

ANOVA decompositionuncertainty quantificationproper generalized decompositionstochastic dynamical systemshigh-order numerical methodskinetic partial differential equations

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Analysis of variance and covariance (ANOVA) (62J10) Boltzmann equations (35Q20) Fokker-Planck equations (35Q84) PDEs in connection with statistical mechanics (35Q82) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (25)

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Uses Software

• Boltzmann

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