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...

Description complète

Détails bibliographiques
Auteur principal: Pan, W
Autres auteurs: Lyons, T
Format: Thèse
Langue:English
Publié: 2021
Sujets: