Slides
Slides
Slides
- No tags were found...
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
AbstractBackgroundMain resultThe Runge–Kutta methodNumerical ExampleRecent developmentsAppendix/BackupThe weak approximation problemSimulation – MC and QMCTwo important remarksOur Higher-order schemeFree Lie AlgebraLogarithm and exponential:For P ∈ R〈〈A〉〉 s.t. (P, 1) = 0For Q ∈ R〈〈A〉〉 s.t. (Q, 1) = 1exp(P) := 1 +log(Q) :=∞∑k =1P kk! .∞∑ (−1) k −1 (Q − 1) k.kk =1log(exp(P)) = P and exp(log(Q)) = Q.S. Ninomiya, M. Ninomiya Extension of a higher-order weak approximation