Hermite Spectral Method with Hyperbolic Cross Approximations to High-Dimensional Parabolic PDEs

DOI10.1137/120896931zbMath1286.65133arXiv1306.3207OpenAlexW2009611935MaRDI QIDQ5397609

Xue Luo, Stephen Shing-Toung Yau

Publication date: 24 February 2014

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.3207

zbMATH Keywords

error estimateconvergence rateexponential convergencenumerical resulthyperbolic crossHermite spectral methodhigh-dimensional parabolic PDEs

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Second-order parabolic equations (35K10)

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