Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194)
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scientific article; zbMATH DE number 7417323
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| English | Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations |
scientific article; zbMATH DE number 7417323 |
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Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (English)
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29 October 2021
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information based complexity
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high-dimensional semilinear backward stochastic differential equations
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high-dimensional PDEs
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tractability of multivariate problems
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multilevel Monte Carlo method
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multilevel Picard approximations
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curse of dimensionality
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applied mathematics
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computational mathematics
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complexity
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0.8818193674087524
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0.858165442943573
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0.8570431470870972
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0.8451877236366272
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0.8400900959968567
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