On the properties of the exceptional set for the randomized Euler and Runge-Kutta schemes

DOI10.1007/S10444-023-10012-8zbMath1512.65011arXiv2202.01683MaRDI QIDQ6390052

Tomasz Bochacik

Publication date: 3 February 2022

Mathematics Subject Classification ID

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) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70)

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