Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators with unbounded drift
We investigate the convergence of a nonlinear approximation method introduced by Ammar et al. (cf. J. Non-Newtonian Fluid Mech. 139:153--176, 2006) for the numerical solution of high-dimensional Fokker--Planck equations featuring in Navier--Stokes--Fokker--Planck systems that arise in kinetic models...
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| 格式: | Report |
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Foundations of Computational Mathematics
2011
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