Numerical solution of parabolic equations in high dimensions

Author: von Petersdorff Tobias   Schwab Christoph  

Publisher: Edp Sciences

E-ISSN: 1290-3841|38|1|93-127

ISSN: 0764-583x

Source: ESAIM: Mathematical Modelling and Numerical Analysis, Vol.38, Iss.1, 2010-03, pp. : 93-127

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Abstract