Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients
This paper contains an error analysis of two randomized explicit Runge–Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carathéodory type, whose coefficient functions are only integrable with resp...
| Main Authors: | , |
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| Format: | Journal article |
| Sprog: | English |
| Udgivet: |
De Gruyter
2017
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