Complexity of parametric initial value problems in Banach spaces

作者: Thomas Daun , Stefan Heinrich

DOI: 10.1016/J.JCO.2014.01.002

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摘要: Abstract We consider initial value problems for parameter dependent ordinary differential equations with values in a Banach space and study their complexity both the deterministic randomized setting, input data from various smoothness classes. develop multilevel algorithms, investigate convergence of stochastic versions, prove lower bounds.

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