A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs

DOI10.1093/IMANUM/DRAC066arXiv2102.12051OpenAlexW3138932854MaRDI QIDQ6190826

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Publication date: 6 February 2024

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.12051

zbMATH Keywords

sparse gridsBSDEsPicard approximationsSGD algorithm

Mathematics Subject Classification ID

Numerical approximation of high-dimensional functions; sparse grids (65D40)

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