The randomized complexity of initial value problems
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Publication:2483198
DOI10.1016/j.jco.2007.09.002zbMath1147.65051OpenAlexW2067048168MaRDI QIDQ2483198
Bernhard Milla, Stefan Heinrich
Publication date: 28 April 2008
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2007.09.002
Monte Carlo methods (65C05) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Quantum stochastic calculus (81S25) Error bounds for numerical methods for ordinary differential equations (65L70) Complexity and performance of numerical algorithms (65Y20)
Related Items (25)
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