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

Yifei Sun, Mrinal Kumar. Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation. Computers & Mathematics with Applications, 67(10):1960-1977, 2014. [doi]

@article{SunK14-1,
  title = {Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation},
  author = {Yifei Sun and Mrinal Kumar},
  year = {2014},
  doi = {10.1016/j.camwa.2014.04.017},
  url = {http://dx.doi.org/10.1016/j.camwa.2014.04.017},
  researchr = {https://researchr.org/publication/SunK14-1},
  cites = {0},
  citedby = {0},
  journal = {Computers & Mathematics with Applications},
  volume = {67},
  number = {10},
  pages = {1960-1977},
}