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

DOI10.1016/j.apnum.2022.05.009zbMath1514.65144arXiv2202.02582WikidataQ113880071 ScholiaQ113880071MaRDI QIDQ6390228

Martin Hutzenthaler, Tuan Anh Nguyen

Publication date: 5 February 2022

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Semilinear parabolic equations (35K58) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Fixed-point iterations (47J26)

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