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math.NA2025
Stochastic particle method with birth-death dynamics
Jingyang Huang, Zhengyang Lei, Sihong Shao
In order to numerically solve high-dimensional nonlinear PDEs and alleviate the curse of dimensionality, a stochastic particle method (SPM) has been proposed to capture the relevan…
math.NA2023★ 1 cited
An efficient stochastic particle method for high-dimensional nonlinear PDEs
Zhengyang Lei, Sihong Shao, Yunfeng Xiong
Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme,…