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...
প্রধান লেখক: | |
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অন্যান্য লেখক: | |
বিন্যাস: | গবেষণাপত্র |
ভাষা: | English |
প্রকাশিত: |
2021
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বিষয়গুলি: |