Quasi-randomized numerical methods for systems with coefficients of bounded variation

DOI10.1016/S0378-4754(00)00251-2zbMath0983.65084OpenAlexW1979177978MaRDI QIDQ5938369

Christian Lécot

Publication date: 6 September 2001

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(00)00251-2

zbMATH Keywords

systemserror boundsinitial value problemsMonte Carlo simulationnumerical experimentrandomized Runge-Kutta methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonlinear ordinary differential equations and systems (34A34) 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)

Related Items (5)

Quasi-Monte Carlo simulation of differential equations ⋮ The randomized complexity of initial value problems ⋮ QMC Methods for the solution of delay differential equations ⋮ A random Euler scheme for Carathéodory differential equations ⋮ QMC methods for the solution of delay differential equations.

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• Numerical methods for systems with measurable coefficients
• A quasi-randomized Runge-Kutta method
• Some applications of multidimensional integration by parts

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