On the randomized Euler schemes for ODEs under inexact information

04/30/2021

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by   Tomasz Bochacik, et al.

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We analyse errors of randomized explicit and implicit Euler schemes for approximate solving of ordinary differential equations (ODEs). We consider classes of ODEs for which the right-hand side functions satisfy Lipschitz condition globally or only locally. Moreover, we assume that only inexact discrete information, corrupted by some noise, about the right-hand side function is available. Optimality and stability of explicit and implicit randomized Euler algorithms are also investigated.