Multiscale integration of Fokker-Planck equations

In this talk, we consider a class of multiscale stochastic system for which the evolution of the probability density for the coarse variable can be described by a convection-diffusion equation, the so-called Fokker-Planck equation. We present a multiscale procedure that builds on the equation-free a...

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Bibliographische Detailangaben

Hauptverfasser:	Frederix, Yves, Samaey, Giovanni, Roose, Dirk
Format:	Other
Sprache:	eng
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