Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (Q2510016)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients |
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Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (English)
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31 July 2014
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Pearson diffusions
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Fokker-Planck equations
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adaptive basis
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spectral method
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singular value decomposition
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numerical result
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