Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953): Difference between revisions

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Language	Label	Description	Also known as
English	Multilevel Picard iterations for solving smooth semilinear parabolic heat equations	scientific article

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scholarly article

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Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (English)

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Martin Hutzenthaler

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SN Partial Differential Equations and Applications

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publication date

3 January 2022

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full work available at URL

https://arxiv.org/abs/1607.03295

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zbMATH Keywords

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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MaRDI profile type

MaRDI publication profile

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S42985-021-00089-5

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Sitelinks

Mathematics(1 entry)

mardi Publication:2063953

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