Numerical methods for high-dimensional probability density function equations
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Publication:2374964
uncertainty quantificationstochastic dynamical systemsproper generalized decompositionANOVA decompositionhigh-order numerical methodskinetic partial differential equations
Analysis of variance and covariance (ANOVA) (62J10) Boltzmann equations (35Q20) PDEs in connection with statistical mechanics (35Q82) Fokker-Planck equations (35Q84) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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Cited in
(31)- A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs
- Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
- The numerical approximation of nonlinear functionals and functional differential equations
- High dimensional numerical problems
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- A new scalable algorithm for computational optimal control under uncertainty
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- Model reduction method using variable-separation for stochastic saddle point problems
- Parallel tensor methods for high-dimensional linear PDEs
- Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes
- Stochastic domain decomposition based on variable-separation method
- Dynamic tensor approximation of high-dimensional nonlinear PDEs
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