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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