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...

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書目詳細資料
主要作者: Pan, W
其他作者: Lyons, T
格式: Thesis
語言:English
出版: 2021
主題:

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