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A QMC Approach for High Dimensional FokkerPlanck Equations Modelling Polymeric Liquids Abstract
"... A classical model used in the study of dynamics of polymeric liquids is the beadspring chain representation of polymer molecules. The chain typically consists of a large number of beads and thus the state space V of its configuration, which is essentially the position of all the constituent beads, t ..."
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, turns out to be high dimensional. The distribution function governing the configuration of a beadspring chain undergoing shear flow is a FokkerPlanck equation on V. In this article, we present QMC methods for the approximate solution of the FokkerPlanck equation which are based on the time splitting
Deterministic Particle Methods for High Dimensional FokkerPlanck Equations
"... We consider a mathematical model for polymeric liquids which requires the solution of highdimensional FokkerPlanck equations related to stochastic differential equations. While MonteCarlo (MC) methods are classically used to construct approximate solutions in this context, we consider an approa ..."
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We consider a mathematical model for polymeric liquids which requires the solution of highdimensional FokkerPlanck equations related to stochastic differential equations. While MonteCarlo (MC) methods are classically used to construct approximate solutions in this context, we consider
by FokkerPlanck Equations
, 2011
"... räumlich unbeschränkte und zeitlich auf die Dauer des Schutzrechts beschränkte einfache Recht ein, das ausgewählte Werk im Rahmen der unter ..."
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räumlich unbeschränkte und zeitlich auf die Dauer des Schutzrechts beschränkte einfache Recht ein, das ausgewählte Werk im Rahmen der unter
FokkerPlanck and quasilinear codes
 Comp. Phys. Rep
, 1986
"... The interaction of radiofrequency waves with a plasma is described by a Fokker–Planck equation with an added quasilinear term. Methods for solving this equation on a computer are discussed. ..."
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Cited by 2 (0 self)
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The interaction of radiofrequency waves with a plasma is described by a Fokker–Planck equation with an added quasilinear term. Methods for solving this equation on a computer are discussed.
Sequential data assimilation with a nonlinear quasigeostrophic model using Monte Carlo methods to forecast error statistics
 J. Geophys. Res
, 1994
"... . A new sequential data assimilation method is discussed. It is based on forecasting the error statistics using Monte Carlo methods, a better alternative than solving the traditional and computationally extremely demanding approximate error covariance equation used in the extended Kalman filter. The ..."
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Cited by 782 (22 self)
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. A new sequential data assimilation method is discussed. It is based on forecasting the error statistics using Monte Carlo methods, a better alternative than solving the traditional and computationally extremely demanding approximate error covariance equation used in the extended Kalman filter
A simple approach to valuing risky fixed and floating rate debt
 Journal of Finance
, 1995
"... Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at ..."
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Cited by 588 (11 self)
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Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
High confidence visual recognition of persons by a test of statistical independence
 IEEE Trans. on Pattern Analysis and Machine Intelligence
, 1993
"... Abstruct A method for rapid visual recognition of personal identity is described, based on the failure of a statistical test of independence. The most unique phenotypic feature visible in a person’s face is the detailed texture of each eye’s iris: An estimate of its statistical complexity in a samp ..."
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Cited by 596 (8 self)
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Abstruct A method for rapid visual recognition of personal identity is described, based on the failure of a statistical test of independence. The most unique phenotypic feature visible in a person’s face is the detailed texture of each eye’s iris: An estimate of its statistical complexity in a
Local and global Fokker–Planck
, 2012
"... neoclassical calculations showing flow and bootstrap current modification in a pedestal ..."
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neoclassical calculations showing flow and bootstrap current modification in a pedestal
FokkerPlanck equations for eigenstate distributions
, 1992
"... A set of FokkerPlanck equations are derived which describe the gradual delocalization of the eigenstates with increasing strength of interaction for a simple type of random matrix model. The effect of localization on the time evolution in the model is a nonergodic property: the system has a memory ..."
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A set of FokkerPlanck equations are derived which describe the gradual delocalization of the eigenstates with increasing strength of interaction for a simple type of random matrix model. The effect of localization on the time evolution in the model is a nonergodic property: the system has a
Results 1  10
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124,713