Add to ORKGAbstract—A novel multi-resolution algorithm is presented to solve the Fokker Planck Equation (FPE) for general N-dimensional nonlinear systems while addressing the “curse of dimensionality”. Numerical aspects of the extension of the proposed approach to high dimensional systems is discussed for the stationary FPE. The algorithm is validated against and compared with the existing methods. I
In this paper, obtaining approximate solution of Fokker-Planck-Kolmogorov (FPK) Equation using compa...
A semianalytic partition of unity finite element method (PUFEM) is presented to solve the transient ...
A procedure for deriving general nonlinear Fokker-Planck equations (FPEs) directly from the master e...
Abstract—This paper presents a nonlinear filter based on the Fokker-Planck equation (FPE) for uncert...
Modeling and predicting the transient behavior of higher dimensional nonlinear dynamical systems sub...
In a recent paper, the authors developed the framework for multi-scale finite element methods for th...
method ABSTRACT: The accurate prediction of the response of a dynamical system is a necessary first ...
This dissertation addresses design and analysis aspects of stochastic dynamical systems using Fokker...
In this talk, we consider a class of multiscale stochastic system for which the evolution of the pro...
In the present work, a method for solving partial differential equations with uncertainties is prese...
We extend the Multi-Level Monte Carlo (MLMC) algorithm of [19] in order to quantify uncertainty in t...
In this thesis we consider two great challenges in computer simulations of partial differential equa...
This paper presents a method to transform the Fokker-Planck partial differential equation without di...
Providing an introduction to the theory of nonlinear Fokker-Planck equations, this book discusses fu...
The solution of an n-dimensional stochastic differential equation driven by Gaussian white noises is...
In this paper, obtaining approximate solution of Fokker-Planck-Kolmogorov (FPK) Equation using compa...
A semianalytic partition of unity finite element method (PUFEM) is presented to solve the transient ...
A procedure for deriving general nonlinear Fokker-Planck equations (FPEs) directly from the master e...
Abstract—This paper presents a nonlinear filter based on the Fokker-Planck equation (FPE) for uncert...
Modeling and predicting the transient behavior of higher dimensional nonlinear dynamical systems sub...
In a recent paper, the authors developed the framework for multi-scale finite element methods for th...
method ABSTRACT: The accurate prediction of the response of a dynamical system is a necessary first ...
This dissertation addresses design and analysis aspects of stochastic dynamical systems using Fokker...
In this talk, we consider a class of multiscale stochastic system for which the evolution of the pro...
In the present work, a method for solving partial differential equations with uncertainties is prese...
We extend the Multi-Level Monte Carlo (MLMC) algorithm of [19] in order to quantify uncertainty in t...
In this thesis we consider two great challenges in computer simulations of partial differential equa...
This paper presents a method to transform the Fokker-Planck partial differential equation without di...
Providing an introduction to the theory of nonlinear Fokker-Planck equations, this book discusses fu...
The solution of an n-dimensional stochastic differential equation driven by Gaussian white noises is...
In this paper, obtaining approximate solution of Fokker-Planck-Kolmogorov (FPK) Equation using compa...
A semianalytic partition of unity finite element method (PUFEM) is presented to solve the transient ...
A procedure for deriving general nonlinear Fokker-Planck equations (FPEs) directly from the master e...