Estimates of the rate of convergence of Runge-Kutta type algorithms with random errors and with consideration of the calculation time

zbMATH Open0977.65062MaRDI QIDQ2739934FDOQ2739934

Authors: V. V. Anisimov, G. V. Livins'ka 

Publication date: 16 September 2001

Published in: Zhurnal Obchyslyuval'noïta Prykladnoï Matematyky (Search for Journal in Brave)

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zbMATH Keywords

convergenceCauchy problemrandom errorsRunge-Kutta type numerical algorithms

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cited In (1)

• Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients

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