QMC methods for the solution of delay differential equations.

DOI10.1016/S0377-0427(02)00867-1zbMath1034.65001OpenAlexW2125199562MaRDI QIDQ1811587

Reinhold Kainhofer

Publication date: 17 June 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(02)00867-1

zbMATH Keywords

convergencedelay differential equationRunge-Kutta methodsquasi Monte Carlo methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items

Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations, Solution of time-varying delay systems using an adaptive collocation method, Solution of a nonlinear time-delay model in biology via semi-analytical approaches, A random Euler scheme for Carathéodory differential equations, Appling Laplace Adomian decomposition method for delay differential equations with boundary value problems

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