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20132023
most citedOn multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations

136 citations · 451 across the 26 of their papers we have counts for

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math.NA2016★ 69 cited

Multilevel Picard iterations for solving smooth semilinear parabolic heat equations

Weinan E, Martin Hutzenthaler, Arnulf Jentzen +1

We introduce a new family of numerical algorithms for approximating solutions of general high-dimensional semilinear parabolic partial differential equations at single space-time p…