Multilevel Picard iterations for solving smooth semilinear parabolic heat equations

DOI10.1007/S42985-021-00089-5zbMath1476.65273arXiv1607.03295OpenAlexW3213841907WikidataQ115369957 ScholiaQ115369957MaRDI QIDQ2063953

Arnulf Jentzen, Martin Hutzenthaler, Thomas Kruse, E. Weinan

Publication date: 3 January 2022

Published in: SN Partial Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.03295

zbMATH Keywords

curse of dimensionalitymultilevel Monte Carlo methodhigh-dimensional PDEshigh-dimensional semilinear BSDEsmultilevel Picard iteration

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Monte Carlo methods (65C05) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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