Deterministic particle methods for high dimensional Fokker-Planck equations

MaRDI QIDQ3442510zbMATH OpenFDO

Authors Michael Junk, G. Venkiteswaran

Publication date 18 May 2007

zbMATH Keywords

Fokker-Planck equationproduct measuresquasi-Monte-Carlo approximationstochastic differential equation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical mechanics of liquids (82D15)

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Cited in

(3)

• An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps
• Deterministic particle approximation for nonlocal transport equations with nonlinear mobility
• Random Batch Particle Methods for the Homogeneous Landau Equation

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