Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321): Difference between revisions

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Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations
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    Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (English)
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    12 May 2021
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    parabolic partial differential equations
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    multilevel Picard approximations
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    Feynman-Kac representation
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    curse of dimensionality
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    numerical analysis
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    applied stochastic analysis
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