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
Hauptverfasser:	Daun, Thomas, Heinrich, Stefan
Format:	Artikel
Sprache:	eng
Schlagworte:	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
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