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...
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | |
| Format: | Abschlussarbeit |
| Sprache: | English |
| Veröffentlicht: |
2021
|
| Schlagworte: |