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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Pan, W
Weitere Verfasser: Lyons, T
Format: Abschlussarbeit
Sprache:English
Veröffentlicht: 2021
Schlagworte: