Complexity of initial value problems in Banach spaces

MaRDI QIDQ2848854zbMATH OpenFDO

Authors Stefan Heinrich

Publication date 26 September 2013

Published in Journal of Mathematical Physics, Analysis, Geometry (Search for Journal in Brave)

zbMATH Keywords

Banach spaceinformation-based complexityinitial value problemslower boundsMonte Carlo algorithmrandomized solution

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Nonlinear differential equations in abstract spaces (34G20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

This paper studies the randomized solution of initial value problems on Banach spaces and also develops and analyses the convergence of a randomized algorithm. This allows complexity estimates to be made.

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Cited in

(13)

• Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces
• Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients
• Randomized Runge-Kutta method -- stability and convergence under inexact information
• On the randomized Euler schemes for ODEs under inexact information
• Complexity of parametric initial value problems for systems of odes
• Complexity of parametric initial value problems in Banach spaces
• On the complexity of parabolic initial-value problems with variable drift
• On the complexity of Hamel bases of infinite-dimensional Banach spaces
• On the randomized complexity of Banach space valued integration
• scientific article; zbMATH DE number 1296274 (Why is no real title available?)
• On the complexity of parametric ODEs and related problems
• On the randomized solution of initial value problems
• Euler scheme for approximation of solution of nonlinear ODEs under inexact information

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