Optimal adaptive solution of initial-value problems with unknown singularities

DOI10.1016/J.JCO.2008.02.001MaRDI QIDQ945916zbMATH OpenOpenAlexFDO

Authors Bolesław Kacewicz, Paweł Przybyłowicz

Publication date 19 September 2008

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jco.2008.02.001

zbMATH Keywords

error boundssingularityoptimal algorithmsinitial value problemsadaptive grid

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cites work

• scientific article; zbMATH DE number 44104 (Why is no real title available?)
• A high accuracy method for solving ODEs with discontinuous right-hand side
• Adaption allows efficient integration of functions with unknown singularities
• Almost optimal solution of initial-value problems by randomized and quantum algorithms
• Convergence of linear multistep methods for differential equations with discontinuities
• How to increase the order to get minimal-error algorithms for systems of ODE
• Iterated defect correction for the solution of singular initial value problems
• One-step methods of any order for ordinary differential equations with discontinuous right-hand sides
• Solving Ordinary Differential Equations with Discontinuities
• The complexity of two-point boundary-value problems with piecewise analytic data
• The power of adaption for approximating functions with singularities
• The randomized complexity of initial value problems
• Uniform approximation of piecewise \(r\)-smooth and globally continuous functions

Cited in

(14)

• Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm
• Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface
• Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients
• Optimal solution of a class of non-autonomous initial-value problems with unknown singularities
• Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface
• scientific article; zbMATH DE number 4089053 (Why is no real title available?)
• Construction of multiple trade-offs to obtain arbitrary singularities of adaptive dynamics
• Adaptive approach to solving a two-point boundary value problem under partial uncertainty in the disturbance field
• Efficient solution of IVPs with right-hand sides having discontinuities on an unknown hypersurface
• Approximation of piecewise Hölder functions from inexact information
• Solving systems of IVPs with discontinuous derivatives-numerical experiments
• Detecting and locating a singular point in the numerical solution of IVPs for ODEs
• Optimal solution of ordinary differential equations
• Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions

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