On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations.
Weinan EMartin HutzenthalerArnulf JentzenThomas KrusePublished in: J. Sci. Comput. (2019)
Keyphrases
- high dimensional
- stochastic differential equations
- partial differential equations
- finite difference
- diffusion equation
- numerical methods
- difference equations
- maximum a posteriori estimation
- numerical solution
- nonlinear partial differential equations
- brownian motion
- boundary value problem
- low dimensional
- anisotropic diffusion
- additive gaussian noise
- high order
- level set
- fractional brownian motion
- diffusion process
- numerical algorithms
- energy functional
- image denoising
- computer vision
- differential equations
- image enhancement
- conservation laws
- similarity measure