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Addressing the curse of dimensionality in stochastic dynamics: a Wiener path integral variational formulation with

Ioannis Petromichelakis1, Ioannis A Kougioumtzoglou1

  • 1Department of Civil Engineering and Engineering Mechanics, Columbia University, 500 W 120th Street, New York, NY 10027, USA.

Proceedings. Mathematical, Physical, and Engineering Sciences
|December 28, 2020
PubMed

Keywords:
dimension reductionhigh-dimensional systemspath integralstochastic dynamicsuncertainty quantificationvariational formulation

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