Solving high-dimensional parabolic PDEs using the tensor train format

Solvinghigh-dimensionalparabolicPDEsusingthetensortrainformatLorenzRichter123LeonSallandt4NikolasNu¨sken5AbstractonstochasticrepresentationsofthePDEsunderconsidera-tion(Eetal.,2017;Raissietal.,201...