A random Euler scheme for Carathéodory differential equations
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Publication:2519725
DOI10.1016/J.CAM.2008.05.060zbMath1160.65003OpenAlexW1964323515MaRDI QIDQ2519725
Arnulf Jentzen, Andreas Neuenkirch
Publication date: 27 January 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2008.05.060
Monte Carlo methods (65C05) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70)
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