Stochastic Methods for Solving High-Dimensional Partial Differential Equations
type: Item
instance of: scholarly article
title: Stochastic Methods for Solving High-Dimensional Partial Differential Equations
DOI: 10.1007/978-3-030-43465-6_6
author: Marie Billaud Friess
author: Arthur Macherey
author: A. Nouy
author: Clémentine Prieur
published in: Springer Proceedings in Mathematics & Statistics
publication date: 2020-08-26T00:00:00Z
full work available at URL: https://arxiv.org/abs/1905.05423
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 7240092
zbMATH Keywords: stochastic algorithms
zbMATH Keywords: high dimensional PDEs
zbMATH Keywords: adaptive sparse interpolation
MaRDI profile type: Publication
OpenAlex ID: W3023475849
cites work: Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
cites work: Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
cites work: Sparse grids
cites work: Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
cites work: High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
cites work: Approximation of high-dimensional parametric PDEs
cites work: Q4086524
cites work: Multilevel Monte Carlo Methods
cites work: A spectral Monte Carlo method for the Poisson equation
cites work: Sequential Control Variates for Functionals of Markov Processes
cites work: Stopped diffusion processes: boundary corrections and overshoot
cites work: Monte-Carlo methods and stochastic processes. From linear to non-linear
cites work: A literature survey of low-rank tensor approximation techniques
cites work: Numerical tensor calculus
cites work: Q4004325
cites work: A general multipurpose interpolation procedure: The magic points
cites work: Tensor-Train Decomposition
cites work: Efficient Spectral Sparse Grid Methods and Applications to High-Dimensional Elliptic Problems
cites work: Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
description: scientific article; zbMATH DE number 7240092