Hermite Spectral Method with Hyperbolic Cross Approximations to High-Dimensional Parabolic PDEs

Xue Luo, Stephen S.-T. Yau. Hermite Spectral Method with Hyperbolic Cross Approximations to High-Dimensional Parabolic PDEs. SIAM J. Numerical Analysis, 51(6):3186-3212, 2013. [doi]

Abstract

Abstract is missing.