Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations

Christian Beck, Fabian Hornung, Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse. Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations. J. Num. Math., 28(4):197-222, 2020. [doi]

Abstract

Abstract is missing.