Krylov integration factor method on sparse grids for high spatial dimension convection-diffusion equations
DOI10.1007/s10915-016-0216-7zbMath1370.65045OpenAlexW2405092277MaRDI QIDQ2014035
Publication date: 10 August 2017
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-016-0216-7
computational complexitynumerical examplessparse gridssemidiscretizationFokker-Planck equationsconvection-diffusion equationsKrylov subspace approximationadvection-diffusion-reaction equationsimplicit integration factor methodshigh spatial dimensions
Reaction-diffusion equations (35K57) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Complexity and performance of numerical algorithms (65Y20) Fokker-Planck equations (35Q84)
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