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]

@article{HutzenthalerK20,
  title = {Multilevel Picard Approximations of High-Dimensional Semilinear Parabolic Differential Equations with Gradient-Dependent Nonlinearities},
  author = {Martin Hutzenthaler and Thomas Kruse},
  year = {2020},
  doi = {10.1137/17M1157015},
  url = {https://doi.org/10.1137/17M1157015},
  researchr = {https://researchr.org/publication/HutzenthalerK20},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Numerical Analysis},
  volume = {58},
  number = {2},
  pages = {929-961},
}