Quasi-randomized numerical methods for systems with coefficients of bounded variation

DOI10.1016/S0378-4754(00)00251-2zbMath0983.65084MaRDI QIDQ5938369

Christian Lécot

Publication date: 6 September 2001

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

systems; error bounds; initial value problems; Monte Carlo simulation; numerical experiment; randomized Runge-Kutta methods

Mathematics Subject Classification ID

65C05: Monte Carlo methods

34A34: Nonlinear ordinary differential equations and systems

65L05: Numerical methods for initial value problems involving ordinary differential equations

65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations

65L70: Error bounds for numerical methods for ordinary differential equations

Related Items

QMC methods for the solution of delay differential equations., The randomized complexity of initial value problems, A random Euler scheme for Carathéodory differential equations, QMC Methods for the solution of delay differential equations

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