Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation

Computers and Mathematics with Applications

Volumn 67, Issue 10, 2014, Pages 1960-1977

  Sun, Yifei ^a   Kumar, Mrinal ^a  

^a UNIVERSITY OF FLORIDA   (United States)

Author keywords

Chebyshev spectral method; Curse of dimensionality; Fokker Planck equation; Numerical partial differential equation; Separation of variables; Tensor decomposition

Indexed keywords

CONSTRAINED OPTIMIZATION; DEGREES OF FREEDOM (MECHANICS); EXCITED STATES; LEAST SQUARES APPROXIMATIONS; NUMERICAL METHODS; TENSORS;

CHEBYSHEV SPECTRAL METHODS; CURSE OF DIMENSIONALITY; NUMERICAL PARTIAL DIFFERENTIAL EQUATIONS; SEPARATION OF VARIABLES; TENSOR DECOMPOSITION;

FOKKER PLANCK EQUATION;

EID: 84901193514     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2014.04.017     Document Type: Article

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