A pipeline for high precision partial differential equation computation

<p>In this thesis, we investigate the application of the cubature on Wiener space method(also known as the Kusuoka-Lyons-Victoir algorithm) to solving parabolic type lin-ear partial differential equation problems. The framework for the cubature methodwas first developed in the seminal...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Pan, W
अन्य लेखक: Lyons, T
स्वरूप: थीसिस
भाषा:English
प्रकाशित: 2021
विषय: