Efficient implicit-explicit sparse stochastic method for high dimensional semi-linear nonlocal diffusion equations

Stable stochastic processes (60G52) Monte Carlo methods (65C05) Numerical approximation of high-dimensional functions; sparse grids (65D40) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods (including Monte Carlo methods) (91G60)

arXiv classification

math.NA

Cited in

(1)

An hp-version time stepping spectral Monte Carlo method for semi-linear parabolic equations

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