An efficient stochastic particle method for moderately high-dimensional nonlinear PDEs

DOI10.1016/J.JCP.2025.113818MaRDI QIDQ7003753zbMATH OpenFDO

Authors Zhengyang Lei, Sihong Shao, Yunfeng Xiong

Publication date 3 April 2025

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JCP.2025.113818

zbMATH Keywords

adaptive samplingAllen-Cahn equationcurse of dimensionalityHamiltonian-Jacobi-Bellman equationnonlinear PDEsnonlocal modelpiecewise constant reconstructionstochastic particle method

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Cited in

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