000015861 001__ 15861
000015861 005__ 20161115135331.0
000015861 04107 $$aeng
000015861 046__ $$k2013-06-12
000015861 100__ $$aLoerke, F.
000015861 24500 $$aDiscontinuous Galerkin Methods for High-Dimensional Fokker-Planck Equations in Stochastic Dynamics

000015861 24630 $$n34.$$pComputational Methods in Structural Dynamics and Earhquake Engineering
000015861 260__ $$bNational Technical University of Athens, 2013
000015861 506__ $$arestricted
000015861 520__ $$2eng$$aIn this contribution, Discontinuous Galerkin methods are investgated as solution techniques for the high-dimensional Fokker-Planck equation (FPE). Time-Discontinuous Galerkin (TDG) methods are identified to provide stable solutions for smooth, as well as non-smooth functions. The TDG method allows for large time steps and are thus very efficient, at least for moderate dimensions. In higher dimensions, they become infeasible due to implicit coupling of the whole domain. For handling high-dimensional problems, spatial Discontinuous Galerkin (DG) methods are suggested, for their allowance of an element-wise split of the domain, and thus parallelization. The implementation of the Discontinuous Galerkin method for arbitrary dimensions is demonstrated.

000015861 540__ $$aText je chráněný podle autorského zákona č. 121/2000 Sb.
000015861 653__ $$aFokker-Planck Equation, Discontinuous Galerkin Method

000015861 7112_ $$aCOMPDYN 2013 - 4th International Thematic Conference$$cIsland of Kos (GR)$$d2013-06-12 / 2013-06-14$$gCOMPDYN2013
000015861 720__ $$aLoerke, F.$$iNackenhorst, U.
000015861 8560_ $$ffischerc@itam.cas.cz
000015861 8564_ $$s378325$$uhttps://invenio.itam.cas.cz/record/15861/files/1586.pdf$$yOriginal version of the author's contribution as presented on CD, section: CD-MS 27 UNCERTAINTY QUANTIFICATION IN COMPUTATIONAL DYNAMICS
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000015861 962__ $$r15525
000015861 980__ $$aPAPER