2000 character limit reached
Euler scheme for approximation of solution of nonlinear ODEs under inexact information (2209.07482v2)
Published 15 Sep 2022 in math.NA and cs.NA
Abstract: We investigate error of the Euler scheme in the case when the right-hand side function of the underlying ODE satisfies nonstandard assumptions such as local one-sided Lipschitz condition and local H\"older continuity. Moreover, we assume two cases in regards to information availability: exact and noisy with respect to the right-hand side function. Optimality analysis of the Euler scheme is also provided. Finally, we present the results of some numerical experiments.
Collections
Sign up for free to add this paper to one or more collections.
