Greedy Approximation of High-Dimensional Ornstein–Uhlenbeck Operators

@article{Figueroa2012GreedyAO,
  title={Greedy Approximation of High-Dimensional Ornstein–Uhlenbeck Operators},
  author={Leonardo E. Figueroa and E. S{\"u}li},
  journal={Foundations of Computational Mathematics},
  year={2012},
  volume={12},
  pages={573-623}
}
  • Leonardo E. Figueroa, E. Süli
  • Published 2012
  • Mathematics, Computer Science
  • Foundations of Computational Mathematics
  • We investigate the convergence of a nonlinear approximation method introduced by Ammar et al. (J. Non-Newtonian Fluid Mech. 139:153–176, 2006) for the numerical solution of high-dimensional Fokker–Planck equations featuring in Navier–Stokes–Fokker–Planck systems that arise in kinetic models of dilute polymers. In the case of Poisson’s equation on a rectangular domain in ℝ2, subject to a homogeneous Dirichlet boundary condition, the mathematical analysis of the algorithm was carried out recently… CONTINUE READING
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