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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions
scientific article

    Statements

    Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions (English)
    0 references
    0 references
    0 references
    22 February 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Fokker-Planck equation
    0 references
    high-dimensional non-Gaussian probability density functions
    0 references
    intermittency
    0 references
    conditional Gaussian structures
    0 references
    hybrid method
    0 references
    Gaussian mixture
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references