Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series

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چکیده

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

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ژورنال

عنوان ژورنال: Bit Numerical Mathematics

سال: 2022

ISSN: ['0006-3835', '1572-9125']

DOI: https://doi.org/10.1007/s10543-022-00936-w