Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients

Houman Owhadi, Lei Zhang 0027. Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients. J. Comput. Physics, 347:99-128, 2017. [doi]

Abstract

Abstract is missing.