On the randomized solution of initial value problems

Abstract

Recently S. Heinrich and B. Milla presented an order optimal randomized algorithm solving this problem for γ-smooth input data (i.e. γ = r + ρ: the r-th derivatives of f satisfy a ρ-Hölder condition). This algorithm uses function values and values of derivatives of f . In this paper we present an order optimal randomized algorithm for the class of γ-smooth… (More)
DOI: 10.1016/j.jco.2010.07.002

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Cite this paper

@article{Daun2011OnTR, title={On the randomized solution of initial value problems}, author={Thomas Daun}, journal={J. Complexity}, year={2011}, volume={27}, pages={300-311} }