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]

Authors

Christian Beck

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Fabian Hornung

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Martin Hutzenthaler

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Arnulf Jentzen

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Thomas Kruse

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