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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Dettagli Bibliografici
Autore principale: Pan, W
Altri autori: Lyons, T
Natura: Tesi
Lingua:English
Pubblicazione: 2021
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