Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (Q2510016)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6323566
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients |
scientific article; zbMATH DE number 6323566 |
Statements
Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (English)
0 references
31 July 2014
0 references
Pearson diffusions
0 references
Fokker-Planck equations
0 references
adaptive basis
0 references
spectral method
0 references
singular value decomposition
0 references
numerical result
0 references
0 references
0 references
0.8390299677848816
0 references
0.8132559061050415
0 references
0.8121750950813293
0 references
0.7869610786437988
0 references
0.7709527015686035
0 references
