Numerical methods for high-dimensional probability density function equations (Q2374964)

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Numerical methods for high-dimensional probability density function equations
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    Numerical methods for high-dimensional probability density function equations (English)
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    5 December 2016
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    high-order numerical methods
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    proper generalized decomposition
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    uncertainty quantification
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    stochastic dynamical systems
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    kinetic partial differential equations
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    ANOVA decomposition
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