Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions (Q4611515)
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scientific article; zbMATH DE number 7003634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions |
scientific article; zbMATH DE number 7003634 |
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Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions (English)
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21 January 2019
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Fokker-Planck equation
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high-dimensional non-Gaussian PDFs
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hybrid strategy
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small sample size
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long time persistence
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