Stochastic Methods for Solving High-Dimensional Partial Differential Equations

DOI10.1007/978-3-030-43465-6_6MaRDI QIDQ5117925

Marie Billaud Friess, Anthony Nouy, Arthur Macherey, Clémentine Prieur

Publication date: 26 August 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.05423

zbMATH Keywords

stochastic algorithms; high dimensional PDEs; adaptive sparse interpolation

Mathematics Subject Classification ID

65C05: Monte Carlo methods

Related Items

Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning

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