Details
| Original language | English |
|---|---|
| Pages | 2093-2102 |
| Number of pages | 10 |
| Publication status | Published - 2013 |
| Event | 4th International Conference on Computational Methods in Structural Dynamics and Earthquake Engineering, COMPDYN 2013 - Kos Island, Greece Duration: 12 Jun 2013 → 14 Jun 2013 |
Conference
| Conference | 4th International Conference on Computational Methods in Structural Dynamics and Earthquake Engineering, COMPDYN 2013 |
|---|---|
| Country/Territory | Greece |
| City | Kos Island |
| Period | 12 Jun 2013 → 14 Jun 2013 |
Abstract
In 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.
Keywords
- Discontinuous Galerkin method, Fokker-Planck equation
ASJC Scopus subject areas
- Computer Science(all)
- Computational Theory and Mathematics
- Engineering(all)
- Civil and Structural Engineering
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2013. 2093-2102 Paper presented at 4th International Conference on Computational Methods in Structural Dynamics and Earthquake Engineering, COMPDYN 2013, Kos Island, Greece.
Research output: Contribution to conference › Paper › Research › peer review
}
TY - CONF
T1 - Discontinuous Galerkin methods for high-dimensional Fokker-Planck equations in stochastic dynamics
AU - Loerke, Friederike
AU - Nackenhorst, Udo
PY - 2013
Y1 - 2013
N2 - In 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.
AB - In 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.
KW - Discontinuous Galerkin method
KW - Fokker-Planck equation
UR - http://www.scopus.com/inward/record.url?scp=84898964907&partnerID=8YFLogxK
M3 - Paper
AN - SCOPUS:84898964907
SP - 2093
EP - 2102
T2 - 4th International Conference on Computational Methods in Structural Dynamics and Earthquake Engineering, COMPDYN 2013
Y2 - 12 June 2013 through 14 June 2013
ER -