Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions

The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the coefficient functions and the nonlinearity are globally Lipschitz...

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Vydáno v:	Applied numerical mathematics Ročník 181; s. 151 - 175
Hlavní autoři:	Hutzenthaler, Martin, Nguyen, Tuan Anh
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier B.V 01.11.2022
Témata:	Curse of dimensionality High-dimensional PDEs Locally monotone Multilevel Monte Carlo method Multilevel Picard approximations Tamed Euler-type approximation Multilevel Picard approximations Curse of dimensionality Multilevel Monte Carlo method Locally monotone Tamed Euler-type approximation High-dimensional PDEs
ISSN:	0168-9274, 1873-5460
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