Numerical methods for high-dimensional probability density function equations
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Publication:2374964
ANOVA decompositionhigh-order numerical methodskinetic partial differential equationsproper generalized decompositionstochastic dynamical systemsuncertainty quantification
Boltzmann equations (35Q20) PDEs in connection with statistical mechanics (35Q82) Fokker-Planck equations (35Q84) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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Cited in
(35)- Numerical investigation of a class of Liouville control problems
- A dynamical adaptive tensor method for the Vlasov-Poisson system
- Optimization via separated representations and the canonical tensor decomposition
- Model reduction method using variable-separation for stochastic saddle point problems
- The numerical approximation of nonlinear functionals and functional differential equations
- Parallel tensor methods for high-dimensional linear PDEs
- Rank-adaptive tensor methods for high-dimensional nonlinear PDEs
- Kernel-based prediction of non-Markovian time series
- Tensor methods for the Boltzmann-BGK equation
- Dynamic tensor approximation of high-dimensional nonlinear PDEs
- A new scalable algorithm for computational optimal control under uncertainty
- A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis
- Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
- A numerical investigation of Brockett's ensemble optimal control problems
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- A novel variable-separation method based on sparse and low rank representation for stochastic partial differential equations
- Improved Moving Least Square-Based Multiple Dimension Decomposition (MDD) Technique for Structural Reliability Analysis
- The impact of competition between cancer cells and healthy cells on optimal drug delivery
- Neural network representation of the probability density function of diffusion processes
- A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs
- Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes
- Low-rank tensor methods for partial differential equations
- Implicit integration of nonlinear evolution equations on tensor manifolds
- Tensor rank reduction via coordinate flows
- Stochastic domain decomposition based on variable-separation method
- A space-time adaptive low-rank method for high-dimensional parabolic partial differential equations
- Adaptive deep density approximation for stochastic dynamical systems
- A non-intrusive model order reduction method based on nonlinear optimization for parameterized Stokes problems
- Coordinate-adaptive integration of PDEs on tensor manifolds
- Sparse spectral methods for solving high-dimensional and multiscale elliptic PDEs
- Efficient stochastic response analysis of high-dimensional nonlinear systems subject to multiplicative noise via the DR-PDEE
- A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modelling of complex fluids. II: Transient simulation using space-time separated representations
- Multi-element probabilistic collocation method in high dimensions
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