-error analysis of nonlinear Monte Carlo approximations for high-dimensional semilinear partial differential equations.
Martin HutzenthalerArnulf JentzenBenno KuckuckJoshua Lee PadgettPublished in: CoRR (2021)
Keyphrases
- monte carlo
- error analysis
- partial differential equations
- difference equations
- high dimensional
- diffusion equation
- nonlinear partial differential equations
- anisotropic diffusion
- finite difference
- numerical methods
- level set
- numerical solution
- image denoising
- nonlinear diffusion
- markov chain
- boundary value problem
- monte carlo simulation
- least squares
- differential equations
- image processing
- error correction
- discrete data
- variance reduction
- low dimensional
- importance sampling
- multiscale
- high order
- image enhancement
- particle filter
- numerical algorithms
- monte carlo tree search
- conservation laws
- markovian decision
- policy evaluation
- high dimensional data
- feature space
- temporal difference
- dynamical systems
- denoising
- matrix inversion
- game tree
- image analysis