On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs.
Yanlai SongMalik Zaka UllahPublished in: Comput. Math. Appl. (2023)
Keyphrases
- high dimensional
- sparse data
- low dimensional
- high dimensionality
- dimensionality reduction
- jigsaw puzzle
- similarity search
- high dimension
- sparse coding
- additive models
- variable selection
- high dimensional data
- nearest neighbor
- partial differential equations
- sparse representation
- image denoising
- data points
- feature space
- weighted max sat
- level set
- multiresolution
- numerical solution
- image processing
- kernel function
- high order
- multiscale
- three dimensional