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• W3129912325 abstract "We propose the novel numerical scheme for solution of the multidimensional Fokker-Planck equation, which is based on the Chebyshev interpolation and the spectral differentiation techniques as well as low rank tensor approximations, namely, the tensor train decomposition and the multidimensional cross approximation method, which in combination makes it possible to drastically reduce the number of degrees of freedom required to maintain accuracy as dimensionality increases. We demonstrate the effectiveness of the proposed approach on a number of multidimensional problems, including Ornstein-Uhlenbeck process and the dumbbell model. The developed computationally efficient solver can be used in a wide range of practically significant problems, including density estimation in machine learning applications." @default.
• W3129912325 created "2021-03-01" @default.
• W3129912325 creator A5000885161 @default.
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• W3129912325 date "2021-02-16" @default.
• W3129912325 modified "2023-09-27" @default.
• W3129912325 title "Solution of the Fokker-Planck equation by cross approximation method in the tensor train format" @default.
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• W3129912325 hasPublicationYear "2021" @default.
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