Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients (Q1692722)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients |
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Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients (English)
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10 January 2018
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randomized Riemann sum quadrature rule
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randomized Euler method
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randomized Runge-Kutta method
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ordinary differential equations with time-irregular coefficients
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Carathéodory differential equations
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almost sure convergence
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\(L^p\)-convergence
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error bound
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numerical experiment
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