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Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series by Penent, Guillaume; Privault, Nicolas is a scholarly article available to read on EtoBox.

What is Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series about?

We present an algorithm for the numerical solution of ordinary differential equations by random enumeration of the Butcher trees used in the implementation of the Runge-Kutta method. Our Monte Carlo scheme allows for the direct numerical evaluation of an ODE solution at any given time within a certain interval, without iteration through multiple time steps. In particular, this approach does not involve a discretization step size, and it does not require the truncation of Taylor series.

Author

Penent, Guillaume; Privault, Nicolas

Published

2022

Language

EN