Numerical methods for high-dimensional probability density function equations

DOI10.1016/j.jcp.2015.10.030zbMath1349.65046OpenAlexW2113953196MaRDI QIDQ2374964

Heyrim Cho, Daniele Venturi, George Em. Karniadakis

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/22f03447

zbMATH Keywords

ANOVA decompositionuncertainty quantificationproper generalized decompositionstochastic dynamical systemshigh-order numerical methodskinetic partial differential equations

Mathematics Subject Classification ID

Related Items (25)

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 ⋮ Numerical solution of the Fokker-Planck equation using physics-based mixture models ⋮ Numerical investigation of a class of Liouville control problems ⋮ A dynamical adaptive tensor method for the Vlasov-Poisson system ⋮ 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 Novel Variable-Separation Method Based on Sparse and Low Rank Representation for Stochastic Partial Differential Equations ⋮ Optimization via separated representations and the canonical tensor decomposition ⋮ A space-time adaptive low-rank method for high-dimensional parabolic partial differential equations ⋮ Model reduction method using variable-separation for stochastic saddle point problems ⋮ Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes ⋮ The numerical approximation of nonlinear functionals and functional differential equations ⋮ Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs ⋮ Neural network representation of the probability density function of diffusion processes ⋮ A numerical investigation of Brockett's ensemble optimal control problems ⋮ Parallel tensor methods for high-dimensional linear PDEs ⋮ Rank-adaptive tensor methods for high-dimensional nonlinear PDEs ⋮ A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs ⋮ Improved Moving Least Square-Based Multiple Dimension Decomposition (MDD) Technique for Structural Reliability Analysis ⋮ Kernel-based prediction of non-Markovian time series ⋮ The impact of competition between cancer cells and healthy cells on optimal drug delivery

Uses Software

• Boltzmann

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