Adaptive Gaussian particle method for the solution of the Fokker‐Planck equation

DOI10.1002/zamm.201100088zbMath1255.65024OpenAlexW2001660887MaRDI QIDQ4650172

Moriz Dirk Scharpenberg, Mária Lukáčová-Medvid'ová

Publication date: 23 November 2012

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.201100088

zbMATH Keywords

Fokker-Planck equationdynamic systemsparticle methodsuncertainty quantificationdeterministic error control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Simulation of dynamical systems (37M05) Stochastic particle methods (65C35) Fokker-Planck equations (35Q84)

Related Items (1)

Error estimates of a finite volume method for the compressible Navier–Stokes–Fourier system

Cites Work

• Lipschitzian optimization without the Lipschitz constant
• Stochastic simulation in the nineteenth century
• The mean distance to the n th neighbour in a uniform distribution of random points: an application of probability theory
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• A Sequential Method Seeking the Global Maximum of a Function

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