Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs

We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of dominant principal components. The focus of the present article...

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Bibliographic Details
Main Authors: Reisinger, C, Wissmann, R
Format: Journal article
Published: EDP Sciences 2017