Numerical methods for high-dimensional probability density function equations
From MaRDI portal
Publication:2374964
DOI10.1016/j.jcp.2015.10.030zbMath1349.65046MaRDI 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
ANOVA decompositionuncertainty quantificationproper generalized decompositionstochastic dynamical systemshigh-order numerical methodskinetic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
62J10: Analysis of variance and covariance (ANOVA)
35Q20: Boltzmann equations
35Q84: Fokker-Planck equations
35Q82: PDEs in connection with statistical mechanics
65M75: Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs
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Cites Work
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