Quasi-randomized numerical methods for systems with coefficients of bounded variation
Publication:5938369
DOI10.1016/S0378-4754(00)00251-2zbMath0983.65084OpenAlexW1979177978MaRDI QIDQ5938369
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
systemserror boundsinitial value problemsMonte Carlo simulationnumerical experimentrandomized Runge-Kutta methods
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)
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