A Semi-Lagrangian Method for 3-D Fokker Planck Equations for Stochastic Dynamical Systems on the Sphere.
A. RothAxel KlarBernd SimeonEvgeniy ZharovskyPublished in: J. Sci. Comput. (2014)
Keyphrases
- dynamical systems
- differential equations
- linear systems
- linear quadratic
- lagrangian method
- dynamic systems
- nonlinear dynamical systems
- numerical solution
- difference equations
- state space
- qualitative simulation
- phase space
- stochastic models
- ordinary differential equations
- agent environment
- monte carlo
- stochastic processes
- support vector