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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Detalles Bibliográficos
Autor Principal: Pan, W
Outros autores: Lyons, T
Formato: Thesis
Idioma:English
Publicado: 2021
Subjects: