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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Bibliografiske detaljer
Hovedforfatter: Pan, W
Andre forfattere: Lyons, T
Format: Thesis
Sprog:English
Udgivet: 2021
Fag: