Article ID Journal Published Year Pages File Type
4608644 Journal of Complexity 2014 38 Pages PDF
Abstract

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

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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