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Two-level method for a time-independent Fokker–Planck control problem - MaRDI portal

Two-level method for a time-independent Fokker–Planck control problem (Q5031299)

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scientific article; zbMATH DE number 7476631
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Two-level method for a time-independent Fokker–Planck control problem
scientific article; zbMATH DE number 7476631

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    Two-level method for a time-independent Fokker–Planck control problem (English)
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    18 February 2022
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    Fokker-Planck equation
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    multidimensional stochastic process
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    PDE-constrained optimization
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    Chang-Cooper scheme
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    multigrid
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    finite difference
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