Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities
type: Item
instance of: scholarly article
title: Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities
zbMATH Open document ID: 1501.65084
author: Martin Hutzenthaler
author: Arnulf Jentzen
author: Thomas Kruse
published in: Foundations of Computational Mathematics
publication date: 2022-08-05T00:00:00Z
full work available at URL: https://arxiv.org/abs/1912.02571
Mathematics Subject Classification ID: 65M75
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 35K05
Mathematics Subject Classification ID: 35Q79
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 7568620
zbMATH Keywords: curse of dimensionality
zbMATH Keywords: partial differential equation
zbMATH Keywords: PDE
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: BSDE
zbMATH Keywords: multilevel Picard
zbMATH Keywords: multilevel Monte Carlo
zbMATH Keywords: gradient-dependent nonlinearity
Wikidata QID: Q115385125
describes a project that uses: DGM
describes a project that uses: PDE-Net
MaRDI profile type: Publication
OpenAlex ID: W2997339296
arXiv ID: 1912.02571
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DOI: 10.1007/S10208-021-09514-Y
description: scientific article