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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Revision as of 23:58, 18 April 2024
scientific article
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| English | Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations |
scientific article |
Statements
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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