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...

Ful tanımlama

Detaylı Bibliyografya
Yazar: Pan, W
Diğer Yazarlar: Lyons, T
Materyal Türü: Tez
Dil:English
Baskı/Yayın Bilgisi: 2021
Konular: