Hermite Spectral Method with Hyperbolic Cross Approximations to High-Dimensional Parabolic PDEs (Q5397609)

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scientific article; zbMATH DE number 6260984
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Hermite Spectral Method with Hyperbolic Cross Approximations to High-Dimensional Parabolic PDEs
scientific article; zbMATH DE number 6260984

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    Hermite Spectral Method with Hyperbolic Cross Approximations to High-Dimensional Parabolic PDEs (English)
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    24 February 2014
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    hyperbolic cross
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    Hermite spectral method
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    high-dimensional parabolic PDEs
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    convergence rate
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    exponential convergence
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    error estimate
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    numerical result
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