Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas; Tuan Anh Nguyen Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. (English) Zbl 1515.65025 J. Numer. Math. 31, No. 1, 1-28 (2023). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 60H35 65C05 PDFBibTeX XMLCite \textit{M. Hutzenthaler} et al., J. Numer. Math. 31, No. 1, 1--28 (2023; Zbl 1515.65025) Full Text: DOI arXiv
Hutzenthaler, Martin; Kruse, Thomas; Nguyen, Tuan Anh On the speed of convergence of Picard iterations of backward stochastic differential equations. (English) Zbl 1493.60091 Probab. Uncertain. Quant. Risk 7, No. 2, 133-150 (2022). MSC: 60H10 60H35 65C05 PDFBibTeX XMLCite \textit{M. Hutzenthaler} et al., Probab. Uncertain. Quant. Risk 7, No. 2, 133--150 (2022; Zbl 1493.60091) Full Text: DOI arXiv
Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities. (English) Zbl 1501.65084 Found. Comput. Math. 22, No. 4, 905-966 (2022). MSC: 65M75 65C05 35K05 35Q79 35R60 PDFBibTeX XMLCite \textit{M. Hutzenthaler} et al., Found. Comput. Math. 22, No. 4, 905--966 (2022; Zbl 1501.65084) Full Text: DOI arXiv
E, Weinan; Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas Multilevel Picard iterations for solving smooth semilinear parabolic heat equations. (English) Zbl 1476.65273 SN Partial Differ. Equ. Appl. 2, No. 6, Paper No. 80, 31 p. (2021). MSC: 65M75 65C05 68T07 PDFBibTeX XMLCite \textit{W. E} et al., SN Partial Differ. Equ. Appl. 2, No. 6, Paper No. 80, 31 p. (2021; Zbl 1476.65273) Full Text: DOI arXiv
Beck, Christian; Hornung, Fabian; Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations. (English) Zbl 1471.65169 J. Numer. Math. 28, No. 4, 197-222 (2020). MSC: 65M75 65C05 60H35 35K55 PDFBibTeX XMLCite \textit{C. Beck} et al., J. Numer. Math. 28, No. 4, 197--222 (2020; Zbl 1471.65169) Full Text: DOI arXiv
E, Weinan; Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations. (English) Zbl 1418.65149 J. Sci. Comput. 79, No. 3, 1534-1571 (2019). MSC: 65M75 65C05 91G60 PDFBibTeX XMLCite \textit{W. E} et al., J. Sci. Comput. 79, No. 3, 1534--1571 (2019; Zbl 1418.65149) Full Text: DOI arXiv