Solving high-dimensional Fokker-Planck equation with functional hierarchical tensor

DOI10.1016/J.JCP.2024.113110arXiv2312.07455OpenAlexW4398224222MaRDI QIDQ6463258

Xun Tang, Lexing Ying

Publication date: 12 December 2023

Full work available at URL: https://doi.org/10.1016/j.jcp.2024.113110

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Artificial intelligence (68Txx) Probabilistic methods, stochastic differential equations (65Cxx)

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