scientific article

zbMath1290.65005MaRDI QIDQ2848854

Stefan Heinrich

Publication date: 26 September 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

initial value problemsMonte Carlo algorithmBanach spacelower boundsinformation-based complexityrandomized solution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear differential equations in abstract spaces (34G20) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (9)

Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces ⋮ On the randomized complexity of Banach space valued integration ⋮ Euler scheme for approximation of solution of nonlinear ODEs under inexact information ⋮ Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients ⋮ On the Complexity of Parametric ODEs and Related Problems ⋮ Complexity of parametric initial value problems for systems of odes ⋮ Complexity of parametric initial value problems in Banach spaces ⋮ Randomized Runge-Kutta method -- stability and convergence under inexact information ⋮ On the randomized Euler schemes for ODEs under inexact information

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