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

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Title
Numerical solution of high dimensional stationary Fokker–Planck equations via tensor decomposition and Chebyshev spectral differentiation
Authors
Keywords
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Journal
COMPUTERS & MATHEMATICS WITH APPLICATIONS
Volume 67, Issue 10, Pages 1960-1977
Publisher
Elsevier BV
Online
2014-05-10
DOI
10.1016/j.camwa.2014.04.017

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