Kimiki Tokutome

Mizuho-DL Financial Technology Co., Ltd.

Japan

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Acceleration of Automatic Differentiation of Solutions to Parabolic Partial Differential Equations: A Higher Order Discretization

Numerical Algorithms (2020)
Posted: 18 Jun 2020
Kimiki Tokutome and Toshihiro Yamada
Mizuho-DL Financial Technology Co., Ltd. and Hitotsubashi University

Abstract:

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Automatic differentiation, Parabolic partial differential equations, Higher order discretization, Stochastic differential equations