Cargando…

Solution of the Fokker–Planck Equation by Cross Approximation Method in the Tensor Train Format

We propose the novel numerical scheme for solution of the multidimensional Fokker–Planck equation, which is based on the Chebyshev interpolation and the spectral differentiation techniques as well as low rank tensor approximations, namely, the tensor train decomposition and the multidimensional cros...

Descripción completa

Detalles Bibliográficos
Autores principales: Chertkov, Andrei, Oseledets, Ivan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8366026/
https://www.ncbi.nlm.nih.gov/pubmed/34409285
http://dx.doi.org/10.3389/frai.2021.668215