45 citations · 47 across the 3 of their papers we have counts for
3 papers
math.ST2017★ 2 cited
Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker-Planck Equations in Large Dimensions
Nan Chen, Andrew J. Majda, Xin T. Tong
This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbule…
stat.ME2017★ 45 cited
Efficient Statistically Accurate Algorithms for the Fokker-Planck Equation in Large Dimensions
Nan Chen, Andrew J. Majda
Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the c…
math.ST2016
Rigorous accuracy and robustness analysis for two-scale reduced random Kalman filters in high dimensions
Andrew J. Majda, Xin T. Tong
Contemporary data assimilation often involves millions of prediction variables. The classical Kalman filter is no longer computationally feasible in such a high dimensional context…