Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859)

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English	Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions	scientific article

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scholarly article

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title

Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (English)

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Applied Numerical Mathematics

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publication date

23 August 2022

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full work available at URL

https://arxiv.org/abs/2202.02582

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zbMATH Keywords

curse of dimensionality

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high-dimensional PDEs

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multilevel Picard approximations

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multilevel Monte Carlo method

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locally monotone

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tamed Euler-type approximation

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

DOI

10.1016/j.apnum.2022.05.009

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2165859