Numerical solution of parabolic equations in high dimensions
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algorithmconvergencediscontinuous Galerkin methoderror estimatesfinite elementsGMRES iterationsheat equationhigh dimensionnumerical resultsparabolic partial differential equationpreconditionersparse gridwavelets
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)
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(70)- Numerical solution of a parabolic equation subject to specification of energy.
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- Sparse second moment analysis for elliptic problems in stochastic domains
- Sparse adaptive finite elements for radiative transfer
- First exit time probability for multidimensional diffusions: A PDE-based approach
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- A posteriori error estimation for \(hp\)-version time-stepping methods for parabolic partial differential equations
- Solving chemical master equations by adaptive wavelet compression
- Wavelet solution of variable order pseudodifferential equations
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