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Original version of the author's contribution as presented on CD, section: CD-MS 27 UNCERTAINTY QUANTIFICATION IN COMPUTATIONAL DYNAMICS .:
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Discontinuous Galerkin Methods for High-Dimensional Fokker-Planck Equations in Stochastic Dynamics
Loerke, F.
;
Nackenhorst, U.
In this contribution, Discontinuous Galerkin methods are investgated as solution techniques for the high-dimensional Fokker-Planck equation (FPE). Time-Discontinuous Gale [...]
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