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Volumn 155, Issue 2, 2003, Pages 239-252

QMC methods for the solution of delay differential equations

Author keywords

Delay differential equation; Quasi Monte Carlo methods; Runge Kutta methods

Indexed keywords

COMPUTER SIMULATION; DELAY CONTROL SYSTEMS; MONTE CARLO METHODS; RUNGE KUTTA METHODS;

EID: 0038207962     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(02)00867-1     Document Type: Article
Times cited : (7)

References (12)
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    • Bellman R. On the computational solution of differential-difference equations J. Math. Anal. Appl. 2 1961 108-110
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    • Bellman, R.1
  • 2
    • 0040712696 scopus 로고    scopus 로고
    • A quasi-randomized Runge-Kutta method
    • Coulibaly I. Lécot C. A quasi-randomized Runge-Kutta method Math. Comput. 68 226 1999 651-659
    • (1999) Math. Comput. , vol.68 , Issue.226 , pp. 651-659
    • Coulibaly, I.1    Lécot, C.2
  • 3
    • 0003413875 scopus 로고    scopus 로고
    • Sequences, discrepancies and applications
    • New York, Berlin, Heidelberg, Tokyo: Springer
    • Drmota M. Tichy R. Sequences, discrepancies and applications in: Lecture Notes in Mathematics Vol. 1651 1997 Springer New York, Berlin, Heidelberg, Tokyo
    • (1997) Lecture Notes in Mathematics , vol.1651
    • Drmota, M.1    Tichy, R.2
  • 6
    • 0034919299 scopus 로고    scopus 로고
    • Quasi-randomized numerical methods for systems with coefficients of bounded variation
    • Lécot C. Quasi-randomized numerical methods for systems with coefficients of bounded variation Math. Comput. Simulation 55 2001 113-121
    • (2001) Math. Comput. Simulation , vol.55 , pp. 113-121
    • Lécot, C.1
  • 7
    • 85031163436 scopus 로고    scopus 로고
    • Numerical analysis of Runge-Kutta quasi-Monte Carlo methods
    • submitted for publication
    • C. Lécot, A. Koudiraty, Numerical analysis of Runge-Kutta quasi-Monte Carlo methods, Mathematics and Computers in Simulation, submitted for publication.
    • Mathematics and Computers in Simulation
    • Lécot, C.1    Koudiraty, A.2
  • 9
    • 0000810581 scopus 로고
    • Numerical treatment of delay differential equations by hermite interpolation
    • Oberle H.J. Pesch H.J. Numerical treatment of delay differential equations by hermite interpolation Numer. Math. 37 1981 235-255
    • (1981) Numer. Math. , vol.37 , pp. 235-255
    • Oberle, H.J.1    Pesch, H.J.2
  • 10
    • 0038840637 scopus 로고
    • The RKFHB4 method for delay-differential equations
    • R.D.G. Roland Burlirsch, J. Schröder (Eds.), Springer, New York, Berlin, Heidelberg, Tokyo; Proceedings, Oberwolfach, 1976
    • J. Oppelstrup, The RKFHB4 method for delay-differential equations, in: R.D.G. Roland Burlirsch, J. Schröder (Eds.), Numerical Treatment of Differential Equations, Lecture Notes in Mathematics, Vol. 631, Springer, New York, Berlin, Heidelberg, Tokyo, 1976, pp. 133-146; Proceedings, Oberwolfach, 1976.
    • (1976) Numerical Treatment of Differential Equations, Lecture Notes in Mathematics , vol.631 , pp. 33-146
    • Oppelstrup, J.1
  • 11
    • 0004516055 scopus 로고
    • Numerical methods for systems with measurable coefficients
    • Stengle G. Numerical methods for systems with measurable coefficients Appl. Math. Lett. 3 1990 25-29
    • (1990) Appl. Math. Lett. , vol.3 , pp. 25-29
    • Stengle, G.1
  • 12
    • 21844524268 scopus 로고
    • Error analysis of a randomized numerical method
    • Stengle G. Error analysis of a randomized numerical method Numer. Math. 70 1995 119-128
    • (1995) Numer. Math. , vol.70 , pp. 119-128
    • Stengle, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.