Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
12 May 2021
0 references
parabolic partial differential equations
0 references
multilevel Picard approximations
0 references
Feynman-Kac representation
0 references
curse of dimensionality
0 references
numerical analysis
0 references
applied stochastic analysis
0 references
0 references
0 references
0 references
0 references