An analysis of noise propagation in the multiscale simulation of coarse Fokker-Planck equations

DOI10.1051/m2an/2010066zbMath1269.82051OpenAlexW2136017617MaRDI QIDQ2839123

Yves Frederix, Giovanni Samaey, Dirk Roose

Publication date: 4 July 2013

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/m2an/2010066

zbMATH Keywords

Fokker-Planck equationstochastic systemsuncertainty propagationmultiscale computing

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)

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