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...

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Bibliographic Details
Main Authors: Kruse, R, Wu, Y
Format: Journal article
Language:English
Published: De Gruyter 2017