Numerical methods for high-dimensional probability density function equations

Numerical methods for high-dimensional probability density function equations

Article history: Received 17 October 2014 Received in revised form 20 October 2015 Accepted 22 October 2015 Available online 10 November 2015

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High-dimensionality is one of the major challenges in kinetic modeling and simulation of realistic physical systems. The most appropriate numerical scheme needs to balance accuracy and computational complexity, and it also needs to address issues such as multiple scales, lack of regularity, and long-term integration. In this chapter, we review state-of-the-art numerical techniques for highdimen...

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