On the deterministic solution of multidimensional parametric models using the proper generalized decomposition
DOI10.1016/j.matcom.2010.07.015zbMath1207.65014OpenAlexW2024983473MaRDI QIDQ622216
Francisco Chinesta, Etienne Pruliere, Amine Ammar
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
Fokker-Planck equationnumerical examplesquantum chemistrykinetic theorycurse of dimensionalityparametric modelsfinancial mathematicsseparated representationsmultidimensional modelschemical master equationproper generalized decompositionsSchrödinger or Dirac equations
Numerical methods (including Monte Carlo methods) (91G60) Probabilistic models, generic numerical methods in probability and statistics (65C20) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of quantum theory to specific physical systems (81V99) Kinetic theory of gases in time-dependent statistical mechanics (82C40)
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