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...

Popoln opis

Bibliografske podrobnosti
Glavni avtor: Pan, W
Drugi avtorji: Lyons, T
Format: Thesis
Jezik:English
Izdano: 2021
Teme: