The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term
DOI10.1007/s00211-021-01257-wzbMath1487.35367arXiv1910.12141MaRDI QIDQ2117303
Enrique Zuazua, Yuhua Zhu, Shih Jin
Publication date: 21 March 2022
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.12141
65C05: Monte Carlo methods
65N35: Spectral, collocation and related methods for boundary value problems involving PDEs
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
65M70: Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
35R60: PDEs with randomness, stochastic partial differential equations
65C30: Numerical solutions to stochastic differential and integral equations
41A10: Approximation by polynomials
35Q83: Vlasov equations
35Q84: Fokker-Planck equations
