Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities.
Martin HutzenthalerArnulf JentzenThomas KruseTuan Anh NguyenPublished in: CoRR (2020)
Keyphrases
- high dimensional
- difference equations
- fourth order
- partial differential equations
- discrete data
- metric space
- numerical solution
- similarity search
- low dimensional
- eikonal equation
- high dimensionality
- dimensionality reduction
- level set
- high order
- multi dimensional
- higher order
- nearest neighbor
- finite difference
- closed form
- sparse data
- high dimensional data
- variable selection
- microarray data
- differential equations
- anisotropic diffusion
- image processing
- data points
- gene expression data
- numerical methods
- noise removal
- high dimensional problems
- input space
- parameter space
- multiscale
- numerical scheme
- image denoising
- neural network
- image analysis
- learning algorithm
- feature selection
- image enhancement
- nonlinear diffusion
- approximation methods
- high dimensional spaces
- diffusion equation
- nonlinear functions
- knn
- pointwise
- euclidean space