Solution of the Fokker–Planck Equation by Cross Approximation Method in the Tensor Train Format
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 cros...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2021-08-01
|
| Series: | Frontiers in Artificial Intelligence |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/frai.2021.668215/full |