Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation (Q2364231)

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scientific article; zbMATH DE number 6748307
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    Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation
    scientific article; zbMATH DE number 6748307

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      Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation (English)
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      18 July 2017
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      numerical partial differential equation
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      tensor decomposition
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      Chebyshev spectral method
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      curse of dimensionality
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      separation of variables
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      Fokker-Planck equation
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