Numerical solution of parabolic equations in high dimensions
waveletsconvergencenumerical resultsalgorithmdiscontinuous Galerkin methoderror estimatesfinite elementsheat equationpreconditionerhigh dimensionsparse gridparabolic partial differential equationGMRES iterations
Heat equation (35K05) Abstract parabolic equations (35K90) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
- scientific article; zbMATH DE number 4076523
- High-order accurate numerical schemes for the parabolic equation
- Numerical solution of elliptic and parabolic partial differential equations
- High order explicit methods for parabolic equations
- Numerical solution of partial differential equations.
- scientific article; zbMATH DE number 3994942
- scientific article; zbMATH DE number 1065022
- Numerical methods for ultraparabolic equations
- scientific article; zbMATH DE number 5656750
- scientific article; zbMATH DE number 176388
- scientific article; zbMATH DE number 1227077 (Why is no real title available?)
- scientific article; zbMATH DE number 742737 (Why is no real title available?)
- scientific article; zbMATH DE number 1077323 (Why is no real title available?)
- scientific article; zbMATH DE number 1745044 (Why is no real title available?)
- scientific article; zbMATH DE number 3353865 (Why is no real title available?)
- A note on the complexity of solving Poisson's equation for spaces of bounded mixed derivatives
- Optimized tensor-product approximation spaces
- Rapid solution of first kind boundary integral equations in \(\mathbb R^3\).
- Semigroups of linear operators and applications to partial differential equations
- Sparse finite elements for stochastic elliptic problems --- higher order moments
- Sparse grids for boundary integral equations
- Time Discretization of Parabolic Problems by the HP-Version of the Discontinuous Galerkin Finite Element Method
- Variational Iterative Methods for Nonsymmetric Systems of Linear Equations
- Wavelet Discretizations of Parabolic Integrodifferential Equations
- \(hp\)-discontinuous Galerkin time stepping for parabolic problems
- \(hp\)-discontinuous Galerkin time-stepping for parabolic problems
- A posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problems
- An iterative method for the solution of Laplace-like equations in high and very high space dimensions
- A space-time adaptive low-rank method for high-dimensional parabolic partial differential equations
- Low-rank approximation of continuous functions in Sobolev spaces with dominating mixed smoothness
- High dimensional numerical problems
- Multigrid precondititoners for Bi-CGSTAB for the sparse-grid solution of high-dimensional anisotropic diffusion equation
- Wavelet solution of variable order pseudodifferential equations
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates
- A posteriorierror analysis for parabolic variational inequalities
- Linear complexity solution of parabolic integro-differential equations
- Adaptive wavelet algorithms for elliptic PDE's on product domains
- ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS
- Sparse adaptive finite elements for radiative transfer
- Krylov implicit integration factor discontinuous Galerkin methods on sparse grids for high dimensional reaction-diffusion equations
- Pricing of basket options using dimension reduction and adaptive finite differences in space, and discontinuous Galerkin in time
- A posteriori error bounds for fully-discrete \textit{hp}-discontinuous Galerkin timestepping methods for parabolic problems
- Micro-macro models for viscoelastic fluids: modelling, mathematics and numerics
- Numerical methods for Lévy processes
- Finite element analysis of a simplified stochastic Hookean dumbbells model arising from viscoelastic flows
- Sparse second moment analysis for elliptic problems in stochastic domains
- Space-time adaptive wavelet methods for parabolic evolution problems
- Parallel tensor methods for high-dimensional linear PDEs
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Hermite spectral method with hyperbolic cross approximations to high-dimensional parabolic PDEs
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
- Bayesian inverse problems for recovering coefficients of two scale elliptic equations
- The variable-order discontinuous Galerkin time stepping scheme for parabolic evolution problems is uniformly \(L^\infty\)-stable
- Approximations of parabolic integro-differential equations using wavelet-Galerkin compression techniques
- Weak Galerkin method with implicit \(\theta \)-schemes for second-order parabolic problems
- A posteriori error estimation for \(hp\)-version time-stepping methods for parabolic partial differential equations
- A sparse grid space-time discretization scheme for parabolic problems
- Efficientd-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations
- Operator-splitting finite element algorithms for computations of high-dimensional parabolic problems
- Quasi-optimal rank-structured approximation to multidimensional parabolic problems by Cayley transform and Chebyshev interpolation
- Efficient solution of structural default models with correlated jumps and mutual obligations
- An adaptive wavelet method for solving high-dimensional elliptic PDEs
- Convergence of a greedy algorithm for high-dimensional convex nonlinear problems
- Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces
- On the construction of sparse tensor product spaces
- On Kolmogorov equations for anisotropic multivariate Lévy processes
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
- First exit time probability for multidimensional diffusions: A PDE-based approach
- Multiscale Modelling of Complex Fluids: A Mathematical Initiation
- On the valuation of interest rate products under multi-factor HJM term-structures
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- On the solution of the Fokker-Planck equation using a high-order reduced basis approximation
- Tensor numerical methods for multidimensional PDEs: theoretical analysis and initial applications
- Laplace transformation method for the Black-Scholes equation
- Operator-splitting method for high-dimensional parabolic equation via finite element method
- An efficient algorithm for the parallel solution of high-dimensional differential equations
- scientific article; zbMATH DE number 4076523 (Why is no real title available?)
- A tensor decomposition algorithm for large ODEs with conservation laws
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations
- scientific article; zbMATH DE number 2134189 (Why is no real title available?)
- Sparse finite element methods for operator equations with stochastic data.
- Fast discrete Fourier transform on generalized sparse grids
- Approximation of solutions to multidimensional parabolic equations by approximate approximations
- Tensor-sparsity of solutions to high-dimensional elliptic partial differential equations
- Greedy algorithms for high-dimensional eigenvalue problems
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
- Numerical solution of a parabolic equation subject to specification of energy.
- Greedy algorithms for high-dimensional non-symmetric linear problems
- Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases
- A sparse grid discontinuous Galerkin method for high-dimensional transport equations and its application to kinetic simulations
- On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance
- Fast Nyström methods for parabolic boundary integral equations
- Sparse finite element approximation of high-dimensional transport-dominated diffusion problems
- Solving chemical master equations by adaptive wavelet compression
- Fast deterministic pricing of options on Lévy driven assets
This page was built for publication: Numerical solution of parabolic equations in high dimensions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5315445)