2 citations · 5 across the 6 of their papers we have counts for
11 papers
Foliations Formed by Generic Coadjoint Orbits of Lie Groups Corresponding to a Class Seven-Dimensional Solvable Lie Algebras
Tuyen T. M. Nguyen, Vu A. Le, Tuan A. Nguyen
We consider all connected and simply connected 7-dimensional Lie groups whose Lie algebras have nilradical $\g_{5,2} = \s \{X_1, X_2, X_3, X_4, X_5 \colon [X_1, X_2] = X_4, [X_1, X…
Multilevel Picard approximations for high-dimensional decoupled forward-backward stochastic differential equations
Martin Hutzenthaler, Tuan Anh Nguyen
Backward stochastic differential equations (BSDEs) appear in numeruous applications. Classical approximation methods suffer from the curse of dimensionality and deep learning-based…
Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions
Martin Hutzenthaler, Tuan Anh Nguyen
The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the cur…
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations
Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse +1
Backward stochastic differential equations (BSDEs) belong nowadays to the most frequently studied equations in stochastic analysis and computational stochastics. BSDEs in applicati…
Testing isomorphism of complex and real Lie algebras
Tuan A. Nguyen, Vu A. Le, Thieu N. Vo
In this paper, we give algorithms for determining the existence of isomorphism between two finite-dimensional Lie algebras and compute such an isomorphism in the affirrmative case.…
Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities
Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse +1
The recently introduced full-history recursive multilevel Picard (MLP) approximation methods have turned out to be quite successful in the numerical approximation of solutions of h…