Quasi-randomized numerical methods for systems with coefficients of bounded variation

Mathematics and Computers in Simulation

Volumn 55, Issue 1-3, 2001, Pages 113-121

  Lécot, Christian ^a  

^a Institut Universitaire de France   (France)

Author keywords

Discrepancy; Monte Carlo methods; Runge Kutta methods

Indexed keywords

COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; ERROR ANALYSIS; MONTE CARLO METHODS; RANDOM PROCESSES; RUNGE KUTTA METHODS;

QUASI-RANDOM POINT SETS; QUASI-RANDOMIZED NUMERICAL METHODS;

INITIAL VALUE PROBLEMS;

EID: 0034919299     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4754(00)00251-2     Document Type: Article

References (12)

1. A quasi-randomized Runge-Kutta method
2. Numerical methods for systems with measurable coefficients
3. Error analysis of a randomized numerical method
4. Some applications of multidimensional integration by parts