Semi-implicit Integration Factor Methods on Sparse Grids for High-Dimensional Systems

Numerical methods for partial differential equations in high-dimensional spaces are often limited by the curse of dimensionality. Though the sparse grid technique, based on a one-dimensional hierarchical basis through tensor products, is popular for handling challenges such as those associated with...

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Bibliographische Detailangaben
Veröffentlicht in:Journal of computational physics. - 1998. - 292(2015) vom: 01. Juli, Seite 43-55
1. Verfasser: Wang, Dongyong (VerfasserIn)
Weitere Verfasser: Chen, Weitao, Nie, Qing
Format: Aufsatz
Sprache:English
Veröffentlicht: 2015
Zugriff auf das übergeordnete Werk:Journal of computational physics
Schlagworte:Journal Article Fokker-Planck equation high-dimension implicit method reaction-diffusion equations sparse grids stiffness