Error analysis of a randomized numerical method
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Publication:1347032
DOI10.1007/s002110050113zbMath0817.65058OpenAlexW2030044188MaRDI QIDQ1347032
Publication date: 6 August 1995
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002110050113
performancesprobabilistic error estimaterandom Runge-Kutta methodsrandom single-step methodrandomized numerical methods
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)
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