On the randomized Euler schemes for ODEs under inexact information
Numerical Analysis
2021-05-03 v1 Numerical Analysis
Abstract
We analyse errors of randomized explicit and implicit Euler schemes for approximate solving of ordinary differential equations (ODEs). We consider classes of ODEs for which the right-hand side functions satisfy Lipschitz condition globally or only locally. Moreover, we assume that only inexact discrete information, corrupted by some noise, about the right-hand side function is available. Optimality and stability of explicit and implicit randomized Euler algorithms are also investigated.
Cite
@article{arxiv.2104.15071,
title = {On the randomized Euler schemes for ODEs under inexact information},
author = {Tomasz Bochacik and Paweł Przybyłowicz},
journal= {arXiv preprint arXiv:2104.15071},
year = {2021}
}