Randomized Runge–Kutta method — Stability and convergence under inexact information
نویسندگان
چکیده
We deal with optimal approximation of solutions ODEs under local Lipschitz condition and inexact discrete information about the right-hand side functions. show that randomized two-stage Runge-Kutta scheme is method among all algorithms based on standard noisy information. perform numerical experiments confirm our theoretical findings. Moreover, for algorithm we rigorously investigate properties regions absolute stability.
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ژورنال
عنوان ژورنال: Journal of Complexity
سال: 2021
ISSN: ['1090-2708', '0885-064X']
DOI: https://doi.org/10.1016/j.jco.2021.101554