Error estimation and uncertainty quantification for first time to a threshold value
DOI10.1007/s10543-020-00825-0zbMath1461.65204arXiv2001.11139OpenAlexW3047621637MaRDI QIDQ2660604
Zachary Stevens, Simon J. Tavener, Donald J. Estep, Jehanzeb Hameed Chaudhry
Publication date: 31 March 2021
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.11139
error boundsinitial value problemsMonte Carlo methodsuncertainty quantificationadjoint based error estimation
Monte Carlo methods (65C05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70)
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