Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series

Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series

We present an algorithm for the numerical solution of ordinary differential equations by random enumeration of the Butcher trees used in the implementation of the Runge–Kutta method. Our Monte Carlo scheme allows for the direct numerical evaluation of an ODE solution at any given time within a certa...

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Bibliographic Details
Main Authors:	Penent, Guillaume, Privault, Nicolas
Other Authors:	School of Physical and Mathematical Sciences
Format:	Journal Article
Language:	English
Published:	2022
Subjects:	Science::Mathematics Ordinary Differential Equations Runge–Kutta Method
Online Access:	https://hdl.handle.net/10356/163727

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