On the deterministic solution of multidimensional parametric models using the proper generalized decomposition

DOI10.1016/j.matcom.2010.07.015zbMath1207.65014MaRDI QIDQ622216

Francisco Chinesta, Amine Ammar, Etienne Pruliere

Publication date: 31 January 2011

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2010.07.015

zbMATH Keywords

Fokker-Planck equation; numerical examples; quantum chemistry; kinetic theory; curse of dimensionality; parametric models; financial mathematics; separated representations; multidimensional models; chemical master equation; proper generalized decompositions; Schrödinger or Dirac equations

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

65C20: Probabilistic models, generic numerical methods in probability and statistics

81Q05: Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

81V99: Applications of quantum theory to specific physical systems

82C40: Kinetic theory of gases in time-dependent statistical mechanics

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