Author
Changtao Sheng
Recent research
- AI & ComputingOpen access
An \({hp}\)-Version Time Stepping Spectral Monte Carlo Method for Semi-linear Parabolic Equations
Abstract. In this paper, we present an [Formula: see text]-version time-stepping spectral Monte Carlo method for solving semilinear parabolic equations. The key innovation lies in constructing an exponentially accurate stochastic algorithm that integrates a residual iteration sch...