Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Picard iterations for solving smooth semilinear parabolic heat equations |
scientific article |
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Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (English)
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3 January 2022
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curse of dimensionality
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high-dimensional PDEs
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high-dimensional semilinear BSDEs
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multilevel Picard iteration
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multilevel Monte Carlo method
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