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...
Hovedforfatter: | |
---|---|
Andre forfattere: | |
Format: | Thesis |
Sprog: | English |
Udgivet: |
2021
|
Fag: |