Complexity of parametric initial value problems in Banach spaces
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...
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| Veröffentlicht in: | Journal of Complexity 2014-08, Vol.30 (4), p.392-429 |
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| container_end_page | 429 |
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| container_issue | 4 |
| container_start_page | 392 |
| container_title | Journal of Complexity |
| container_volume | 30 |
| creator | Daun, Thomas Heinrich, Stefan |
| description | 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. |
| doi_str_mv | 10.1016/j.jco.2014.01.002 |
| format | Article |
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| ispartof | Journal of Complexity, 2014-08, Vol.30 (4), p.392-429 |
| issn | 0885-064X 1090-2708 |
| language | eng |
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| source | Elsevier ScienceDirect Journals; EZB-FREE-00999 freely available EZB journals |
| subjects | Algorithms Banach space Banach space type Complexity Convergence Differential equations Initial value problem Initial value problems Lower bounds Multilevel Multilevel Monte Carlo algorithm Parametric ordinary differential equation Smoothness |
| title | Complexity of parametric initial value problems in Banach spaces |
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