An efficient stochastic particle method for moderately high-dimensional nonlinear PDEs (Q7003753)
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scientific article; zbMATH DE number 8021113
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| English | An efficient stochastic particle method for moderately high-dimensional nonlinear PDEs |
scientific article; zbMATH DE number 8021113 |
Statements
An efficient stochastic particle method for moderately high-dimensional nonlinear PDEs (English)
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3 April 2025
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curse of dimensionality
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stochastic particle method
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adaptive sampling
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nonlinear PDEs
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piecewise constant reconstruction
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Hamiltonian-Jacobi-Bellman equation
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Allen-Cahn equation
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nonlocal model
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