Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation
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Publication:2364231
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Cited in
(17)- scientific article; zbMATH DE number 5669706 (Why is no real title available?)
- Unconditionally stable Monte Carlo simulation for solving the multi-dimensional Allen-Cahn equation
- Uncertainty propagation in orbital mechanics via tensor decomposition
- On the Compressibility of Tensors
- Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically
- Low-rank tensor methods for partial differential equations
- Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients
- A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids
- Asymptotically exact a posteriori error estimators for first-order div least-squares methods in local and global \(L_2\) norm
- Probabilistic solutions of the in-plane nonlinear random vibrations of shallow cables under filtered Gaussian white noise
- Solving high-dimensional Fokker-Planck equation with functional hierarchical tensor
- Solving advection-diffusion equation by proper generalized decomposition with coordinate transformation
- Probabilistic solutions of a nonlinear plate excited by Gaussian white noise fully correlated in space
- Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions
- A fast numerical method to price American options under the Bates model
- Rigorous analysis for efficient statistically accurate algorithms for solving Fokker-Planck equations in large dimensions
- Beating the curse of dimension with accurate statistics for the Fokker-Planck equation in complex turbulent systems
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