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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Bibliografski detalji
Glavni autor: Pan, W
Daljnji autori: Lyons, T
Format: Disertacija
Jezik:English
Izdano: 2021
Teme: