Deterministic Particle Methods for High Dimensional Fokker-Planck Equations

Zitieren

Dateien zu dieser Ressource

Dateien Größe Format Anzeige

Zu diesem Dokument gibt es keine Dateien.

JUNK, Michael, G. VENKITESWARAN, 2007. Deterministic Particle Methods for High Dimensional Fokker-Planck Equations. In: GRIEBEL, Michael, ed., Marc A. SCHWEITZER, ed.. Meshfree Methods for Partial Differential Equations III. Berlin, Heidelberg:Springer Berlin Heidelberg, pp. 165-183. ISBN 978-3-540-46214-9

@incollection{Junk2007Deter-25401, title={Deterministic Particle Methods for High Dimensional Fokker-Planck Equations}, year={2007}, doi={10.1007/978-3-540-46222-4_10}, isbn={978-3-540-46214-9}, address={Berlin, Heidelberg}, publisher={Springer Berlin Heidelberg}, series={Lecture Notes in Computational Science and Engineering}, booktitle={Meshfree Methods for Partial Differential Equations III}, pages={165--183}, editor={Griebel, Michael and Schweitzer, Marc A.}, author={Junk, Michael and Venkiteswaran, G.} }

<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/25401"> <dcterms:issued>2007</dcterms:issued> <dcterms:abstract xml:lang="eng">We consider a mathematical model for polymeric liquids which requires the solution of high-dimensional Fokker-Planck equations related to stochastic differential equations. While Monte-Carlo (MC) methods are classically used to construct approximate solutions in this context, we consider an approach based on Quasi- Monte-Carlo (QMC) approximations. Although QMC has proved to be superior to MC in certain integration problems, the advantages are not as pronounced when dealing with stochastic differential equations. In this article, we illustrate the basic difficulty which is related to the construction of QMC product measures.</dcterms:abstract> <dc:creator>Junk, Michael</dc:creator> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2013-12-11T10:43:24Z</dcterms:available> <dcterms:rights rdf:resource="http://nbn-resolving.org/urn:nbn:de:bsz:352-20140905103605204-4002607-1"/> <dc:creator>Venkiteswaran, G.</dc:creator> <dc:language>eng</dc:language> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/25401"/> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2013-12-11T10:43:24Z</dc:date> <dc:contributor>Junk, Michael</dc:contributor> <dcterms:bibliographicCitation>Meshfree Methods for Partial Differential Equations III / Michael Griebel and Marc A. Schweitzer (eds.). - Berlin : Springer, 2007. - S. 165-183. - (Lecture notes in computational science and engineering ; 57). - ISBN 978-3-540-46214-9</dcterms:bibliographicCitation> <dc:rights>deposit-license</dc:rights> <dcterms:title>Deterministic Particle Methods for High Dimensional Fokker-Planck Equations</dcterms:title> <dc:contributor>Venkiteswaran, G.</dc:contributor> </rdf:Description> </rdf:RDF>

Das Dokument erscheint in:

KOPS Suche


Stöbern

Mein Benutzerkonto