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Quasi-Monte Carlo based meshfree methods for parabolic equations on parameterized Riemannian manifolds

He, Zhijian et al.
arXiv (All) · Papers
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65c0565m75g-1-8numerical-analysis
We develop and analyze a randomized path sampling framework for the pointwise approximation of linear parabolic equations on parameterized Riemannian manifolds, treating both closed manifolds and manifolds with Dirichlet boundary. Based on the Feynman-Kac representation, we construct a parameter-coo
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