Multilevel Picard approximations overcome the curse of dimensionality when approximating semilinear heat equations with gradient-dependent nonlinearities in $L^p$-sense

Tuan Anh Nguyen

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arXiv · 2410.00203

Multilevel Picard approximations overcome the curse of dimensionality when approximating semilinear heat equations with gradient-dependent nonlinearities in $L^p$-sense

Tuan Anh Nguyen

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Abstract

We prove that multilevel Picard approximations are capable of approximating solutions of semilinear heat equations in $L^{p}$-sense, ${p}\in [2,\infty)$, in the case of gradient-dependent, Lipschitz-continuous nonlinearities, in the sense that the computational effort of the multilevel Picard approximations grow at most polynomially in both the dimension $d$ and the reciprocal $1/\epsilon$ of the prescribed accuracy $\epsilon$.

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Tuan Anh Nguyen. 2024-09-30. Multilevel Picard approximations overcome the curse of dimensionality when approximating semilinear heat equations with gradient-dependent nonlinearities in $L^p$-sense. https://arxiv.org/abs/2410.00203

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