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...

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Dettagli Bibliografici
Autore principale:	Pan, W
Altri autori:	Lyons, T
Natura:	Tesi
Lingua:	English
Pubblicazione:	2021
Soggetti:	Differential equations, Partial > Numerical solutions Stochastic differential equations > Numerical solutions

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