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...
Autore principale: | Pan, W |
---|---|
Altri autori: | Lyons, T |
Natura: | Tesi |
Lingua: | English |
Pubblicazione: |
2021
|
Soggetti: |
Documenti analoghi
Documenti analoghi
-
Partitioning ordinary differential equations using multistep formulas.
di: Suleiman, Mohamed, et al.
Pubblicazione: (2008) -
Multistep block methods for solving higher order delay differential equations
di: Hoo, Yann Seong
Pubblicazione: (2016) -
One-step block methods for solving ordinary and delay differential equations
di: Mohd Radzi, Hazwani
Pubblicazione: (2011) -
Block backward differentiation methods for single delay differential equations
di: Heng, Siaw Ching
Pubblicazione: (2012) -
Solving matrix differential and integro-differential equations using differential transformation method and convolutions
di: Altun, Omer
Pubblicazione: (2016)