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...

Повний опис

Бібліографічні деталі
Автор:	Pan, W
Інші автори:	Lyons, T
Формат:	Дисертація
Мова:	English
Опубліковано:	2021
Предмети:	Differential equations, Partial > Numerical solutions Stochastic differential equations > Numerical solutions

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