Complexity of initial value problems in Banach spaces

zbMATH Open1290.65005MaRDI QIDQ2848854FDOQ2848854

Authors: Stefan Heinrich 

Publication date: 26 September 2013

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

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zbMATH Keywords

lower boundsBanach spaceinitial value problemsinformation-based complexityMonte Carlo algorithmrandomized solution

Mathematics Subject Classification ID

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

Cited In (13)

• Complexity of parametric initial value problems for systems of odes
• On the complexity of Hamel bases of infinite-dimensional Banach spaces
• Title not available (Why is that?)
• On the randomized solution of initial value problems
• On the complexity of parametric ODEs and related problems
• On the randomized complexity of Banach space valued integration
• Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces
• Euler scheme for approximation of solution of nonlinear ODEs under inexact information
• Complexity of parametric initial value problems in Banach spaces
• On the complexity of parabolic initial-value problems with variable drift
• 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

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