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]

Authors

Martin Hutzenthaler

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Thomas Kruse

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