Rate of convergence for particle approximation of PDEs in Wasserstein space.

Maximilien Germain Huyên Pham Xavier Warin

Published in: J. Appl. Probab. (2022)

Keyphrases

pointwise
space time
partial differential equations
image processing
approximation methods
approximation error
higher dimensional
approximation algorithms
genetic algorithm
convergence rate
convergence speed
anisotropic diffusion
vector space
image denoising
search space
approximation spaces
numerical scheme