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...

詳細記述

書誌詳細
第一著者: Pan, W
その他の著者: Lyons, T
フォーマット: 学位論文
言語:English
出版事項: 2021
主題: