Euler scheme for approximation of solution of nonlinear ODEs under inexact information

DOI10.1016/j.apnum.2023.08.002zbMath1526.65031arXiv2209.07482OpenAlexW4385638916MaRDI QIDQ6064949

Paweł M. Morkisz, Natalia Czyżewska, Paweł Przybyłowicz

Publication date: 10 November 2023

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.07482

zbMATH Keywords

Hölder continuityEuler schemeODEsnoisy informationone-sided Lipschitz conditionlocal conditionsnonstandard assumptions

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solutions to stochastic differential and integral equations (65C30)

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