Multilevel Picard Approximations of High-Dimensional Semilinear Parabolic Differential Equations with Gradient-Dependent Nonlinearities

Martin Hutzenthaler, Thomas Kruse. Multilevel Picard Approximations of High-Dimensional Semilinear Parabolic Differential Equations with Gradient-Dependent Nonlinearities. SIAM J. Numerical Analysis, 58(2):929-961, 2020. [doi]

Abstract

Abstract is missing.