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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