Pages that link to "Item:Q5315445"
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The following pages link to Numerical solution of parabolic equations in high dimensions (Q5315445):
Displaying 50 items.
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Micro-macro models for viscoelastic fluids: modelling, mathematics and numerics (Q424279) (← links)
- Greedy algorithms for high-dimensional eigenvalue problems (Q485351) (← links)
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370) (← links)
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- On the solution of the Fokker-Planck equation using a high-order reduced basis approximation (Q658721) (← links)
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- Sparse second moment analysis for elliptic problems in stochastic domains (Q929362) (← links)
- Sparse adaptive finite elements for radiative transfer (Q939480) (← links)
- First exit time probability for multidimensional diffusions: A PDE-based approach (Q952076) (← links)
- Sparse finite element methods for operator equations with stochastic data. (Q954581) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases (Q964940) (← links)
- A posteriori error estimation for \(hp\)-version time-stepping methods for parabolic partial differential equations (Q972582) (← links)
- Solving chemical master equations by adaptive wavelet compression (Q983027) (← links)
- Wavelet solution of variable order pseudodifferential equations (Q987714) (← links)
- A posteriori error bounds for fully-discrete \textit{hp}-discontinuous Galerkin timestepping methods for parabolic problems (Q2038428) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Krylov implicit integration factor discontinuous Galerkin methods on sparse grids for high dimensional reaction-diffusion equations (Q2220599) (← links)
- Weak Galerkin method with implicit \(\theta \)-schemes for second-order parabolic problems (Q2284757) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- A tensor decomposition algorithm for large ODEs with conservation laws (Q2324349) (← links)
- Quasi-optimal rank-structured approximation to multidimensional parabolic problems by Cayley transform and Chebyshev interpolation (Q2324351) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Approximations of parabolic integro-differential equations using wavelet-Galerkin compression techniques (Q2458232) (← links)
- A sparse grid space-time discretization scheme for parabolic problems (Q2471825) (← links)
- On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)
- Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
- Efficient solution of structural default models with correlated jumps and mutual obligations (Q2804497) (← links)
- A Sparse Grid Discontinuous Galerkin Method for High-Dimensional Transport Equations and Its Application to Kinetic Simulations (Q2831081) (← links)
- CONVERGENCE OF A GREEDY ALGORITHM FOR HIGH-DIMENSIONAL CONVEX NONLINEAR PROBLEMS (Q2892231) (← links)
- Fast Nyström Methods for Parabolic Boundary Integral Equations (Q2902585) (← links)
- Space-time adaptive wavelet methods for parabolic evolution problems (Q3055146) (← links)
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs (Q3100349) (← links)
- Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time (Q3179707) (← links)
- Finite element analysis of a simplified stochastic Hookean dumbbells model arising from viscoelastic flows (Q3418638) (← links)
- Greedy algorithms for high-dimensional non-symmetric linear problems (Q3451670) (← links)
- <i>A posteriori</i>error analysis for parabolic variational inequalities (Q3507064) (← links)
- Sparse finite element approximation of high-dimensional transport-dominated diffusion problems (Q3530169) (← links)
- Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces (Q3551497) (← links)
- Multiscale Modelling of Complex Fluids: A Mathematical Initiation (Q3613247) (← links)
- The Variable-Order Discontinuous Galerkin Time Stepping Scheme for Parabolic Evolution Problems is Uniformly $L^\infty$-Stable (Q4620408) (← links)
- On the construction of sparse tensor product spaces (Q4912012) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- Fast Discrete Fourier Transform on Generalized Sparse Grids (Q5254892) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
- Bayesian inverse problems for recovering coefficients of two scale elliptic equations (Q5382463) (← links)
- ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS (Q5386671) (← links)
- Adaptive wavelet algorithms for elliptic PDE's on product domains (Q5429491) (← links)
- Tensor numerical methods for multidimensional PDES: theoretical analysis and initial applications (Q5744910) (← links)
