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Addressing the curse of dimensionality in stochastic dynamics: a Wiener path integral variational formulation with free boundaries - MaRDI portal

Addressing the curse of dimensionality in stochastic dynamics: a Wiener path integral variational formulation with free boundaries (Q5161168)

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scientific article; zbMATH DE number 7417297
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Addressing the curse of dimensionality in stochastic dynamics: a Wiener path integral variational formulation with free boundaries
scientific article; zbMATH DE number 7417297

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    Addressing the curse of dimensionality in stochastic dynamics: a Wiener path integral variational formulation with free boundaries (English)
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    29 October 2021
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    variational formulation
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    path integral
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    stochastic dynamics
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    uncertainty quantification
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    dimension reduction
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    high-dimensional systems
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    applied mathematics
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    mechanical engineering
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    mechanics
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