On the properties of the exceptional set for the randomized Euler and Runge-Kutta schemes
DOI10.1007/s10444-023-10012-8OpenAlexW4321497707MaRDI QIDQ2692799
Publication date: 23 March 2023
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2202.01683
confidence regionexceptional setrandomized algorithmnoisy informationexplicit and implicit Euler schemestwo-stage Runge-Kutta scheme
Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70)
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