Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions
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Publication:2165859
DOI10.1016/j.apnum.2022.05.009OpenAlexW4280597397WikidataQ113880071 ScholiaQ113880071MaRDI QIDQ2165859
Martin Hutzenthaler, Tuan Anh Nguyen
Publication date: 23 August 2022
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2202.02582
curse of dimensionalitymultilevel Monte Carlo methodlocally monotonehigh-dimensional PDEsmultilevel Picard approximationstamed Euler-type approximation
Monte Carlo methods (65C05) Numerical solutions to equations with nonlinear operators (65J15) Numerical methods for partial differential equations, boundary value problems (65N99) Semilinear parabolic equations (35K58)
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