Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions (Q1700731)

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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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