Stochastic models for selected slow variables in large deterministic systems

DOI10.1088/0951-7715/19/4/001MaRDI QIDQ5487929zbMATH OpenOpenAlexFDO

Authors Andrew J. Majda, Ilya Timofeyev, Eric Vanden-Eijnden

Publication date 13 September 2006

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/e49125143278e9d4b12f967dd84f82d8f33c30c1

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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• Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions
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