A quasi-randomized Runge-Kutta method

DOI10.1090/S0025-5718-99-01056-XzbMath1043.65083OpenAlexW2065474665MaRDI QIDQ4235511

Christian Lécot, Ibrahim Coulibaly

Publication date: 22 March 1999

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-99-01056-x

zbMATH Keywords

Runge-Kutta methoddiscrepancyquasi-Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (9)

Quasi-Monte Carlo simulation of differential equations ⋮ Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients ⋮ Statistical analysis of differential equations: introducing probability measures on numerical solutions ⋮ The randomized complexity of initial value problems ⋮ Quasi-randomized numerical methods for systems with coefficients of bounded variation ⋮ High dimensional simulation ⋮ QMC Methods for the solution of delay differential equations ⋮ A random Euler scheme for Carathéodory differential equations ⋮ QMC methods for the solution of delay differential equations.

Cites Work

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• Error analysis of a randomized numerical method
• Some applications of multidimensional integration by parts
• Irregularities of distribution, VII

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