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...
| מחבר ראשי: | |
|---|---|
| מחברים אחרים: | |
| פורמט: | Thesis |
| שפה: | English |
| יצא לאור: |
2021
|
| נושאים: |