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International Journal for Uncertainty Quantification

Publication de 6  numéros par an

ISSN Imprimer: 2152-5080

ISSN En ligne: 2152-5099

The Impact Factor measures the average number of citations received in a particular year by papers published in the journal during the two preceding years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) IF: 1.7 To calculate the five year Impact Factor, citations are counted in 2017 to the previous five years and divided by the source items published in the previous five years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) 5-Year IF: 1.9 The Immediacy Index is the average number of times an article is cited in the year it is published. The journal Immediacy Index indicates how quickly articles in a journal are cited. Immediacy Index: 0.5 The Eigenfactor score, developed by Jevin West and Carl Bergstrom at the University of Washington, is a rating of the total importance of a scientific journal. Journals are rated according to the number of incoming citations, with citations from highly ranked journals weighted to make a larger contribution to the eigenfactor than those from poorly ranked journals. Eigenfactor: 0.0007 The Journal Citation Indicator (JCI) is a single measurement of the field-normalized citation impact of journals in the Web of Science Core Collection across disciplines. The key words here are that the metric is normalized and cross-disciplinary. JCI: 0.5 SJR: 0.584 SNIP: 0.676 CiteScore™:: 3 H-Index: 25

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A HERMITE SPECTRAL METHOD FOR A FOKKER-PLANCK OPTIMAL CONTROL PROBLEM IN AN UNBOUNDED DOMAIN

Volume 5, Numéro 3, 2015, pp. 233-254
DOI: 10.1615/Int.J.UncertaintyQuantification.2015010310
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RÉSUMÉ

A Hermite spectral discretization method to approximate the solution of a Fokker-Planck optimal control problem in an unbounded domain is presented. It is proved that the solution of the corresponding discretized optimality system is spectrally accurate and the numerical scheme preserves the required conservativity property of the forward solution. The theoretical results are verified with numerical experiments.

CITÉ PAR
  1. Bogachev V.I., Röckner M., Shaposhnikov S.V., Distances between transition probabilities of diffusions and applications to nonlinear Fokker–Planck–Kolmogorov equations, Journal of Functional Analysis, 271, 5, 2016. Crossref

  2. Mizerová Hana, She Bangwei, A conservative scheme for the Fokker–Planck equation with applications to viscoelastic polymeric fluids, Journal of Computational Physics, 374, 2018. Crossref

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