Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations
Publication status
publishedExternal links
Journal / series
SAM Research ReportVolume
Publisher
Seminar for Applied Mathematics, ETH ZurichSubject
curse of dimensionality; high-dimensional PDEs; information based complexity; tractability of multivariate problems; high-dimensional semilinear BSDEs; multilevel Picard approximations; multilevel Monte Carlo methodOrganisational unit
03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)
02204 - RiskLab / RiskLab
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