Optimal solution of ordinary differential equations
This is a survey of theoretical optimality results for the numerical solution of initial value problems for ODE's. First one assumes that the algorithms has only partial information of the right-hand side f, e.g. values of f at n points and some a priori knowledge about the smoothness of f. Since many right-hand-sides share the same information no algorithm can overcome this uncertainty. The main results of the article consist of upper and lower bounds for the minimum error. Upper bounds are found by giving the error of some algorithm. The lower bound is found by algorithm-independent consideration. Two different settings are considered. The worst case situation for a class of right-hand sides and the asymptotic behavior of the error for a fixed f. The crucial parameters are the number n of evaluations of f and the number r of continuous partial derivatives. The bounds found depend on whether the information is given by point values, linear functionals or nonlinear continuous functionals. The results are then used to determine the \(\epsilon\)-complexity which is defined following Woźniakowsky as the minimum cost to approximate a solution with accuracy \(\epsilon\), where the right-hand sides have to belong to a certain set.
- Minimum asymptotic error of algorithms for solving ODE
- Complexity of initial-value problems for ordinary differential equations of order k
- Optimal adaptive solution of initial-value problems with unknown singularities
- scientific article; zbMATH DE number 177335
- On the optimal robust solution of IVPs with noisy information
- A special stability problem for linear multistep methods
- A survey of information-based complexity
- Asymptotic error of algorithms for solving nonlinear problems
- Average case optimality
- Diagonally Implicit Runge–Kutta Methods for Stiff O.D.E.’s
- How powerful is continuous nonlinear information for linear problems?
- How to increase the order to get minimal-error algorithms for systems of ODE
- scientific article; zbMATH DE number 3688714 (Why is no real title available?)
- scientific article; zbMATH DE number 3434988 (Why is no real title available?)
- scientific article; zbMATH DE number 3235051 (Why is no real title available?)
- scientific article; zbMATH DE number 3182507 (Why is no real title available?)
- Minimum asymptotic error of algorithms for solving ODE
- On the optimal error of algorithms for solving scalar autonomous ODE
- Optimality of Euler-integral information for solving a scalar autonomous ODE
- Stability and accuracy of time discretizations for initial value problems
- The automatic integration of ordinary differential equations
- Optimal solution of nonlinear equations
- Minimum asymptotic error of algorithms for solving ODE
- Optimal algorithms for a problem of optimal control
- Asymptotically tight worst case complexity bounds for initial-value problems with nonadaptive information
- Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients
- A new view of the computational complexity of IVP for ODE
- Complexity of nonlinear two-point boundary-value problems
- Optimality of the method of fundamental solutions
- On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
- Solving Burgers' equation with quantum computing
- Turbulence theories and statistical closure approaches
- Truncated Milstein method for non-autonomous stochastic differential equations and its modification
- Complexity of initial-value problems for ordinary differential equations of order k
- On the optimal robust solution of IVPs with noisy information
- On the complexity of a two-point boundary value problem in different settings
- scientific article; zbMATH DE number 4207930 (Why is no real title available?)
- scientific article; zbMATH DE number 3905770 (Why is no real title available?)
- scientific article; zbMATH DE number 177335 (Why is no real title available?)
- Newton's method and a mesh-independence principle for certain semilinear boundary-value problems
- Euler scheme for approximation of solution of nonlinear ODEs under inexact information
- On solving for shocks and travelling waves using a quantum algorithm
- Noisy information for linear problems in the asymptotic setting
- Almost optimal solution of initial-value problems by randomized and quantum algorithms
- Adaptivity and computational complexity in the numerical solution of ODEs
- Optimal adaptive solution of initial-value problems with unknown singularities
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