A QMC approach for high dimensional Fokker-Planck equations modelling polymeric liquids.
G. VenkiteswaranM. JunkPublished in: Math. Comput. Simul. (2005)
Keyphrases
- high dimensional
- quasi monte carlo
- monte carlo
- high dimensionality
- feature space
- low dimensional
- high dimensional data
- mathematical model
- numerical solution
- similarity search
- probability distribution
- particle filter
- dimensionality reduction
- parameter space
- nearest neighbor
- parameter estimation
- differential equations
- variable selection
- variance reduction
- data points