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Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation - MaRDI portal

Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation (Q2364231)

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Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation
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    Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation (English)
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    18 July 2017
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    numerical partial differential equation
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    tensor decomposition
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    Chebyshev spectral method
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    curse of dimensionality
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    separation of variables
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    Fokker-Planck equation
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