Numerical methods for high-dimensional probability density function equations

Published 2016 View Full Article

Authors

Keywords

High-order numerical methods, Proper generalized decomposition, Uncertainty quantification, Stochastic dynamical systems, Kinetic partial differential equations, ANOVA decomposition

Journal

JOURNAL OF COMPUTATIONAL PHYSICS

Volume 305, Issue -, Pages 817-837

Publisher

Elsevier BV

Online

2015-11-10

DOI

10.1016/j.jcp.2015.10.030

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