A pipeline for high precision partial differential equation computation

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...

Fuld beskrivelse

Bibliografiske detaljer
Hovedforfatter:	Pan, W
Andre forfattere:	Lyons, T
Format:	Thesis
Sprog:	English
Udgivet:	2021
Fag:	Differential equations, Partial > Numerical solutions Stochastic differential equations > Numerical solutions

Lignende værker

Partitioning ordinary differential equations using multistep formulas.
af: Suleiman, Mohamed, et al.
Udgivet: (2008)

Multistep block methods for solving higher order delay differential equations
af: Hoo, Yann Seong
Udgivet: (2016)

One-step block methods for solving ordinary and delay differential equations
af: Mohd Radzi, Hazwani
Udgivet: (2011)

Block backward differentiation methods for single delay differential equations
af: Heng, Siaw Ching
Udgivet: (2012)

Solving matrix differential and integro-differential equations using differential transformation method and convolutions
af: Altun, Omer
Udgivet: (2016)

Computational methods in partial differential equations /
af: Mitchell, A. R. (Andrew R.)
Udgivet: (1969)

Adaptive step size of diagonally implicit block backward differentiation formulas for solving first and second order stiff ordinary differential equations with applications
af: Mohd Ijam, Hazizah
Udgivet: (2020)

Implicit block methods with extra derivatives for solving general higher-order ordinary differential equations with applications
af: M., Allogmany Reem Ayed
Udgivet: (2021)

Two-point block backward differentiation formula for solving higher order ordinary differential equations
af: Zainuddin, Nooraini
Udgivet: (2011)

Block hybrid methods for numerical treatment of differential equations with applications
af: Yap, Lee Ken
Udgivet: (2016)

Diagonal R-point variable step variable order block method for solving second order ordinary differential equations
af: Zainuddin, Nooraini
Udgivet: (2016)

Solving directly special third and fourth order ordinary differential equations using linear multistep and explicit Obrechkoff methods
af: Rajabi, Marzieh
Udgivet: (2018)

Numerical methods for solving first and second order fuzzy differential equations
af: Afsharinafar, Reza
Udgivet: (2014)

An analysis of discretisation methods for ordinary differential equations
af: Pitcher, N, et al.
Udgivet: (1980)

Multiblock Backward Differentiation Formulae for solving first order ordinary differential equations
af: Mohd Nasir, Nor Ain Azeany
Udgivet: (2011)

Block backward differentiation formulas for solving first and second order fuzzy differential equations
af: Tiaw, Kah Fook
Udgivet: (2016)

Direct two-point block methods for solving nonstiff higher order Ordinary Differential Equations using Backward Difference formulation
af: Mohd Ijam, Hazizah
Udgivet: (2014)

Hybrid methods for solving higher order ordinary differential equations
af: Jikantoro, Yusuf Dauda
Udgivet: (2018)

Coupled block method for solving ordinary and delay differential equations
af: Hue, Chi San
Udgivet: (2011)

Family of singly diagonally implicit block backward differentiation formulas for solving stiff ordinary differential equations
af: Saufianim, Jana Aksah
Udgivet: (2021)

Diagonally implicit two point block backward differentiation formulas for solving stiff ordinary differential equations and fuzzy differential equations
af: Mohd Zawawi, Iskandar Shah
Udgivet: (2014)

Second derivative block methods for solving first and higher order ordinary differential equations
af: Turki, Mohammed Yousif
Udgivet: (2018)

Block multistep methods for solving first order retarded and neutral delay differential equations
af: Abdul Aziz, Nurul Huda
Udgivet: (2015)

Adam’s type block methods for solving neutral delay differential equation with constant and panthograph delay
af: Ismail, Nur Inshirah Naqiah
Udgivet: (2019)

Direct one-step block methods for solving general second order non-stiff ordinary differential equations
af: Mukhtar, Nur Zahidah
Udgivet: (2011)

Phase-fitted and amplification-fitted Runge-Kutta type methods for solving linear differential equations with oscillatory solutions
af: Salih, Mohammed Mahmood
Udgivet: (2016)

Methods for the numerical solution of partial differential equations
af: 194587 Rosenberg, Dale U. von

Block one-step methods for solving stiff differential equations
af: Mohd Zabidi, Muhammad Izzat Zakwan
Udgivet: (2014)

Diagonally implicit block backward differentiation formula with off step points for solving stiff ordinary differential equations
af: Abd Rasid, Norshakila
Udgivet: (2021)

DWNN: Deep Wavelet Neural Network for Solving Partial Differential Equations
af: Ying Li, et al.
Udgivet: (2022-06-01)

Stochastic ordinary and stochastic partial differential equations : transition from microscopic to macroscopic equations /
af: 272186 Kotelenez, Peter
Udgivet: (2008)

Application of dm methods for problems with partial differential equations
af: T. Cirulis, et al.
Udgivet: (2002-12-01)

Block methods based on Newton interpolation for solving special second order ordinary differential equations directly
af: Yap, Yee Ken, et al.
Udgivet: (2008)

Numerical solutions of linear fredholm integro-differential equations of the second kind using quadrature-difference methods
af: Jalius, Chriscella
Udgivet: (2016)

Numerical time-dependent Partial differential equations for scientists and engineers /
af: 519247 Brio, Moysey
Udgivet: (2010)

Rearrangement of lattice particles
af: M. Muraskin
Udgivet: (1993-01-01)

Numerical solution of newton´s cooling differential equation by the methods of euler and runge-kutta
af: Andresa Pescador, et al.
Udgivet: (2016-04-01)

Stochastic partial differential equations /
af: 310825 Chow, P. L. (Pao Liu), 1936- author
Udgivet: (2015)

Stochastic partial differential equations /
af: 310825 Chow, P. L. (Pao Liu), 1936-
Udgivet: (c200)

New Numerical Approach of Solving Highly Nonlinear Fractional Partial Differential Equations via Fractional Novel Analytical Method
af: Mariam Sultana, et al.
Udgivet: (2022-09-01)