- Group Name:
- Project C08: Numerical approximation of high-dimensional Fokker-Planck equations
- URL Slug:
- project-c08-numerical-approximation-of-high-dimensional-fokker-planck-equations
- Description:
- Stochastic processes driven by Brownian motion, which play a fundamental role in soft matter physics, can also be described by associated deterministic Fokker-Planck equations for probability distributions, where the dimensionality of the space on which this equation is posed increases linearly with respect to the number of particles. The aim of this project is to develop numerical solution methods for such high-dimensional problems that allow for the efficient extraction of quantities of interest, which typically take the form of certain integrals with respect to the computed distributions. In the high-dimensional case, beyond the basic numerical feasibility, a central issue is to ensure the accuracy of the computed solutions by suitable a posteriori error control.
- Parent Group: