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math.AP2013
A non linear approximation method for solving high dimensional partial differential equations: Application in Finance
José Arturo Infante Acevedo, Tony Lelievre
We study an algorithm which has been proposed by Chinesta et al. to solve high-dimensional partial differential equations. The idea is to represent the solution as a sum of tensor…
math.AP2013★ 27 cited
Low temperature asymptotics for Quasi-Stationary Distributions in a bounded domain
Tony Lelièvre, Francis Nier
We analyze the low temperature asymptotics of the quasi-stationary distribution associated with the overdamped Langevin dynamics (a.k.a. the Einstein-Smoluchowski diffusion equatio…