论文标题

欧拉方案,用于在不进行的信息下近似非线性ODE的溶液

Euler scheme for approximation of solution of nonlinear ODEs under inexact information

论文作者

Czyżewska, Natalia, Morkisz, Paweł M., Przybyłowicz, Paweł

论文摘要

我们研究了欧拉方案的误差,在基础颂歌的右侧函数满足诸如局部单方面Lipschitz条件和局部Hölder连续性之类的非标准假设时。此外,我们假设有关信息可用性的两种情况:相对于右侧函数的精确而嘈杂。还提供了Euler方案的最佳分析。最后,我们介绍了一些数值实验的结果。

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 Hölder 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.

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