Efficient statistically accurate algorithms for the Fokker–Planck equation in large dimensions

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Title
Efficient statistically accurate algorithms for the Fokker–Planck equation in large dimensions
Authors
Keywords
Fokker–Planck equation, High-dimensional non-Gaussian PDFs, Intermittency, Conditional Gaussian structures, Hybrid method, Gaussian mixture
Journal
JOURNAL OF COMPUTATIONAL PHYSICS
Volume 354, Issue -, Pages 242-268
Publisher
Elsevier BV
Online
2017-10-24
DOI
10.1016/j.jcp.2017.10.022

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