Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194)
From MaRDI portal
scientific article; zbMATH DE number 7417323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations |
scientific article; zbMATH DE number 7417323 |
Statements
Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (English)
0 references
29 October 2021
0 references
information based complexity
0 references
high-dimensional semilinear backward stochastic differential equations
0 references
high-dimensional PDEs
0 references
tractability of multivariate problems
0 references
multilevel Monte Carlo method
0 references
multilevel Picard approximations
0 references
curse of dimensionality
0 references
applied mathematics
0 references
computational mathematics
0 references
complexity
0 references
