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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Pan, W
Awduron Eraill: Lyons, T
Fformat: Traethawd Ymchwil
Iaith:English
Cyhoeddwyd: 2021
Pynciau: