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...

Bibliografski detalji
Glavni autor:	Pan, W
Daljnji autori:	Lyons, T
Format:	Disertacija
Jezik:	English
Izdano:	2021
Teme:	Differential equations, Partial > Numerical solutions Stochastic differential equations > Numerical solutions

Slični predmeti

Partitioning ordinary differential equations using multistep formulas.
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Izdano: (2008)

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

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

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

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

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

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

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

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

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

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

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

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

An analysis of discretisation methods for ordinary differential equations
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Izdano: (1980)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

DWNN: Deep Wavelet Neural Network for Solving Partial Differential Equations
od: Ying Li, i dr.
Izdano: (2022-06-01)

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

Application of dm methods for problems with partial differential equations
od: T. Cirulis, i dr.
Izdano: (2002-12-01)

Block methods based on Newton interpolation for solving special second order ordinary differential equations directly
od: Yap, Yee Ken, i dr.
Izdano: (2008)

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

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

Rearrangement of lattice particles
od: M. Muraskin
Izdano: (1993-01-01)

Numerical solution of newton´s cooling differential equation by the methods of euler and runge-kutta
od: Andresa Pescador, i dr.
Izdano: (2016-04-01)

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

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

New Numerical Approach of Solving Highly Nonlinear Fractional Partial Differential Equations via Fractional Novel Analytical Method
od: Mariam Sultana, i dr.
Izdano: (2022-09-01)