Rounding error using low precision approximate random variables
arXiv2012.09739MaRDI QIDQ6356361
Oliver Sheridan-Methven, Michael B. Giles
Publication date: 17 December 2020
Monte Carlo methods (65C05) Roundoff error (65G50) Random number generation in numerical analysis (65C10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Approximation by polynomials (41A10) Error bounds for numerical methods for ordinary differential equations (65L70) Complexity and performance of numerical algorithms (65Y20) Numerical summation of series (65B10) Asymptotics and summation methods for ordinary differential equations in the complex domain (34M30) Rounding, estimation, theory of errors (educational aspects) (97N20)
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