Addressing the curse of dimensionality in stochastic dynamics: a Wiener path integral variational formulation with free boundaries
DOI10.1098/rspa.2020.0385zbMath1472.60089OpenAlexW3106132697WikidataQ104574380 ScholiaQ104574380MaRDI QIDQ5161168
I. Petromichelakis, Ioannis A. Kougioumtzoglou
Publication date: 29 October 2021
Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://europepmc.org/articles/pmc7735310
path integralvariational formulationdimension reductionstochastic dynamicsmechanicsuncertainty quantificationapplied mathematicsmechanical engineeringhigh-dimensional systems
Stochastic integrals (60H05) Generation, random and stochastic difference and differential equations (37H10)
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Cites Work
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